+28,544.7%
LLY vs CB
+7,167.0%
+21,377.7%
-68.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.8% | -0.7% | -3.1% | -3.6% |
| 7D | -0.7% | +2.6% | -3.2% | -1.3% |
| 30D | +17.9% | +11.2% | +6.7% | +14.8% |
| 3M | +16.8% | +5.7% | +11.1% | +15.2% |
| 6M | +38.4% | +15.9% | +22.5% | +33.3% |
| YTD | +27.6% | +20.2% | +7.5% | +21.7% |
| 1Y | +48.3% | +32.4% | +15.9% | +38.1% |
| 3Y | +145.4% | +75.5% | +69.9% | +111.4% |
| 5Y | +438.9% | +105.5% | +333.4% | +343.6% |
| 10Y | +2,101.6% | +258.5% | +1,843.1% | +1,436.6% |
| All | +28,544.7% | +7,167.0% | +21,377.7% | +10,572.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling