+2,077.5%
LLY vs CB
+250.2%
+1,827.2%
-34.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +1.1% | +0.1% | +0.8% |
| 7D | +6.6% | +2.9% | +3.7% | +5.6% |
| 30D | +19.4% | +7.3% | +12.1% | +16.8% |
| 3M | +19.6% | +9.4% | +10.2% | +16.2% |
| 6M | +42.6% | +19.6% | +22.9% | +34.7% |
| YTD | +35.0% | +21.5% | +13.5% | +26.8% |
| 1Y | +42.0% | +28.0% | +14.0% | +31.2% |
| 3Y | +140.5% | +74.9% | +65.6% | +99.7% |
| 5Y | +479.9% | +108.1% | +371.7% | +351.7% |
| All | +2,077.5% | +250.2% | +1,827.2% | +1,401.6% |
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