+41.1%
LLY vs CF
+53.7%
-12.6%
-23.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +1.4% | -2.1% | -0.6% |
| 7D | +4.6% | +5.4% | -0.8% | +5.1% |
| 30D | +22.4% | +6.5% | +15.8% | +23.3% |
| 3M | +17.1% | +4.6% | +12.5% | +18.1% |
| 6M | +44.6% | -3.3% | +48.0% | +44.4% |
| YTD | +33.5% | +63.9% | -30.4% | +43.4% |
| 1Y | +41.1% | +50.4% | -9.3% | +51.8% |
| All | +41.1% | +53.7% | -12.6% | +51.8% |
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