+2,080.1%
LLY vs CF
+479.1%
+1,601.0%
-34.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +0.1% | +1.1% | +1.2% |
| 7D | +6.7% | +4.8% | +2.0% | +6.3% |
| 30D | +19.6% | +4.7% | +14.9% | +19.0% |
| 3M | +19.7% | +7.4% | +12.3% | +18.7% |
| 6M | +42.7% | +0.6% | +42.1% | +42.2% |
| YTD | +35.1% | +64.1% | -29.0% | +26.5% |
| 1Y | +42.2% | +51.4% | -9.2% | +34.3% |
| 3Y | +140.8% | +67.8% | +73.0% | +122.7% |
| 5Y | +480.6% | +114.1% | +366.4% | +408.2% |
| All | +2,080.1% | +479.1% | +1,601.0% | +1,501.9% |
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 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