+2,006.3%
LLY vs CB
+246.2%
+1,760.2%
-34.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | -0.4% | +4.7% | +4.4% |
| 7D | +0.1% | -1.5% | +1.6% | +0.5% |
| 30D | +19.7% | +6.5% | +13.2% | +17.4% |
| 3M | +19.3% | +4.1% | +15.2% | +17.7% |
| 6M | +49.3% | +14.4% | +34.9% | +43.0% |
| YTD | +32.0% | +17.5% | +14.5% | +25.3% |
| 1Y | +53.7% | +27.5% | +26.2% | +42.3% |
| 3Y | +143.7% | +71.6% | +72.1% | +103.7% |
| 5Y | +463.9% | +100.6% | +363.3% | +344.4% |
| 10Y | +2,006.3% | +243.0% | +1,763.4% | +1,372.0% |
| All | +2,006.3% | +246.2% | +1,760.2% | +1,372.0% |
Cumulative growth
Daily Returns
Daily percentage return beside CB.
Daily Out/Under-Performance
Portfolio return minus CB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CB 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 10y: compounded portfolio wealth divided by compounded CB 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…
10y analysis · Full analysis span regression · 6 months rolling