+24,024.2%
LLY vs CB
+6,559.4%
+17,464.8%
-68.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -1.9% | +1.0% | -0.4% |
| 7D | -2.1% | +0.5% | -2.6% | -2.3% |
| 30D | -1.6% | -3.1% | +1.5% | -0.9% |
| 3M | +2.3% | +9.0% | -6.7% | +0.1% |
| 6M | +14.9% | +2.9% | +12.0% | +13.9% |
| YTD | +7.5% | +10.1% | -2.6% | +4.7% |
| 1Y | +55.7% | +22.8% | +32.9% | +47.6% |
| 3Y | +110.6% | +73.8% | +36.8% | +81.9% |
| 5Y | +363.4% | +99.2% | +264.3% | +284.3% |
| 10Y | +1,649.0% | +218.2% | +1,430.8% | +1,156.3% |
| All | +24,024.2% | +6,559.4% | +17,464.8% | +9,085.0% |
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 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