+2,043.2%
LLY vs CF
+561.7%
+1,481.5%
-34.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +0.7% | -1.5% | -0.8% |
| 7D | -4.5% | -3.2% | -1.3% | -4.2% |
| 30D | +13.9% | +4.3% | +9.6% | +13.4% |
| 3M | +13.8% | +2.8% | +11.0% | +13.2% |
| 6M | +37.6% | +0.6% | +37.0% | +37.0% |
| YTD | +26.6% | +56.6% | -30.0% | +18.9% |
| 1Y | +45.3% | +49.6% | -4.3% | +37.1% |
| 3Y | +132.2% | +61.5% | +70.7% | +115.1% |
| 5Y | +434.7% | +124.0% | +310.7% | +362.4% |
| All | +2,043.2% | +561.7% | +1,481.5% | +1,339.5% |
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