+134.1%
LLY vs CF
+56.6%
+77.4%
-34.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.8% | +6.2% | -9.9% | -3.9% |
| 7D | -0.7% | +0.4% | -1.1% | -0.6% |
| 30D | +17.9% | +2.2% | +15.7% | +17.9% |
| 3M | +16.8% | +2.1% | +14.7% | +16.7% |
| 6M | +38.4% | -6.5% | +45.0% | +38.5% |
| YTD | +27.6% | +55.6% | -28.0% | +20.5% |
| 1Y | +48.3% | +42.3% | +6.0% | +41.6% |
| All | +134.1% | +56.6% | +77.4% | +112.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling