+1,052.3%
LLY vs CARR
+395.6%
+656.8%
-34.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CARR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.4% | -0.3% | -0.7% |
| 7D | +4.6% | +2.2% | +2.4% | +4.3% |
| 30D | +22.4% | -0.8% | +23.1% | +22.4% |
| 3M | +17.1% | -13.4% | +30.6% | +18.8% |
| 6M | +44.6% | -16.4% | +61.1% | +46.7% |
| YTD | +33.5% | +4.5% | +28.9% | +31.8% |
| 1Y | +41.1% | -1.4% | +42.5% | +40.2% |
| 3Y | +143.8% | +10.0% | +133.8% | +138.8% |
| 5Y | +473.4% | +4.2% | +469.2% | +452.6% |
| All | +1,052.3% | +395.6% | +656.8% | +972.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling