+390.6%
LLY vs CARR
+8.3%
+382.3%
-34.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CARR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +1.4% | -2.1% | -0.9% |
| 7D | -2.9% | -3.8% | +0.8% | -2.4% |
| 30D | -8.4% | -8.9% | +0.5% | -7.2% |
| 3M | -3.8% | -17.3% | +13.6% | -1.4% |
| 6M | +11.9% | -1.4% | +13.3% | +10.9% |
| YTD | +4.3% | +10.0% | -5.7% | +1.5% |
| 1Y | +48.5% | -6.4% | +54.8% | +48.0% |
| 3Y | +91.2% | +1.5% | +89.7% | +86.3% |
| All | +390.6% | +8.3% | +382.3% | +361.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling