+92.7%
LLY vs CARR
+2.2%
+90.5%
-34.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CARR | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -2.0% | +2.0% | +0.3% |
| 7D | -3.1% | +0.6% | -3.7% | -3.2% |
| 30D | -8.6% | -8.7% | 0.0% | -7.6% |
| 3M | -1.6% | -18.4% | +16.7% | +0.6% |
| 6M | +11.8% | -0.6% | +12.4% | +10.5% |
| YTD | +5.1% | +10.9% | -5.8% | +2.3% |
| 1Y | +50.7% | -7.3% | +58.0% | +50.2% |
| All | +92.7% | +2.2% | +90.5% | +93.3% |
Cumulative growth
Daily Returns
Daily percentage return beside CARR.
Daily Out/Under-Performance
Portfolio return minus CARR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CARR return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 3y: compounded portfolio wealth divided by compounded CARR wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
3y analysis · Full analysis span regression · 6 months rolling