+4,501.7%
LLY vs CF
+5,277.9%
-776.3%
-50.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.8% | +6.2% | -9.9% | -4.5% |
| 7D | -0.7% | +0.4% | -1.1% | -0.8% |
| 30D | +17.9% | +2.2% | +15.7% | +17.5% |
| 3M | +16.8% | +2.1% | +14.7% | +16.3% |
| 6M | +38.4% | -6.5% | +45.0% | +38.9% |
| YTD | +27.6% | +55.6% | -28.0% | +19.2% |
| 1Y | +48.3% | +42.3% | +6.0% | +40.0% |
| 3Y | +145.4% | +55.7% | +89.6% | +126.8% |
| 5Y | +438.9% | +122.4% | +316.5% | +365.2% |
| 10Y | +2,101.6% | +568.5% | +1,533.1% | +1,468.1% |
| All | +4,501.7% | +5,277.9% | -776.3% | +2,107.7% |
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