+2,024.1%
LLY vs CF
+494.2%
+1,530.0%
-34.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +2.6% | -1.1% | +1.2% |
| 7D | +1.6% | +4.8% | -3.1% | +1.2% |
| 30D | +21.5% | +9.7% | +11.8% | +20.4% |
| 3M | +16.4% | +1.2% | +15.2% | +16.1% |
| 6M | +51.5% | +7.4% | +44.1% | +50.0% |
| YTD | +33.9% | +60.5% | -26.6% | +25.7% |
| 1Y | +49.1% | +50.7% | -1.6% | +40.9% |
| 3Y | +144.6% | +64.8% | +79.8% | +126.7% |
| 5Y | +466.3% | +115.8% | +350.5% | +395.0% |
| 10Y | +2,024.1% | +481.0% | +1,543.1% | +1,464.6% |
| All | +2,024.1% | +494.2% | +1,530.0% | +1,464.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling