+3,775.5%
LLY vs CF
+5,948.3%
-2,172.8%
-50.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -3.2% | +2.4% | -0.5% |
| 7D | -2.1% | +6.0% | -8.2% | -2.8% |
| 30D | -1.6% | +14.8% | -16.5% | -3.2% |
| 3M | +2.3% | +14.1% | -11.8% | +0.5% |
| 6M | +14.9% | +28.5% | -13.6% | +10.4% |
| YTD | +7.5% | +74.9% | -67.5% | -0.8% |
| 1Y | +55.7% | +61.7% | -6.0% | +44.9% |
| 3Y | +110.6% | +80.3% | +30.3% | +91.5% |
| 5Y | +363.4% | +226.0% | +137.5% | +281.1% |
| 10Y | +1,649.0% | +569.9% | +1,079.1% | +1,147.1% |
| All | +3,775.5% | +5,948.3% | -2,172.8% | +1,737.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling