+2,053.0%
LLY vs CG
+274.5%
+1,778.4%
-34.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -4.3% | +3.6% | -0.1% |
| 7D | +4.6% | -1.5% | +6.1% | +4.8% |
| 30D | +22.4% | +5.7% | +16.7% | +21.4% |
| 3M | +17.1% | -17.9% | +35.0% | +20.3% |
| 6M | +44.6% | -20.2% | +64.8% | +48.8% |
| YTD | +33.5% | -32.0% | +65.5% | +40.0% |
| 1Y | +41.1% | -27.0% | +68.1% | +46.3% |
| 3Y | +143.8% | +42.8% | +101.0% | +122.4% |
| 5Y | +473.4% | -23.4% | +496.8% | +467.1% |
| All | +2,053.0% | +274.5% | +1,778.4% | +1,490.6% |
Cumulative growth
Daily Returns
Daily percentage return beside CG.
Daily Out/Under-Performance
Portfolio return minus CG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CG 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 CG 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