+57.3%
LLY vs CF
+35.9%
+21.5%
-23.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -4.4% | +5.0% | +0.2% |
| 7D | +10.1% | -6.9% | +16.9% | +9.4% |
| 30D | +24.0% | -3.7% | +27.8% | +23.7% |
| 3M | +27.3% | -5.0% | +32.2% | +27.0% |
| 6M | +47.0% | -10.5% | +57.4% | +45.5% |
| YTD | +32.6% | +46.5% | -13.9% | +39.2% |
| 1Y | +57.3% | +34.8% | +22.5% | +65.9% |
| All | +57.3% | +35.9% | +21.5% | +65.9% |
Cumulative growth
Daily Returns
Daily percentage return beside CF.
Daily Out/Under-Performance
Portfolio return minus CF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CF 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 1y: compounded portfolio wealth divided by compounded CF 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…
1y analysis · Full analysis span regression · 6 months rolling