+1,545.2%
LLY vs CG
+345.5%
+1,199.6%
-34.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -2.2% | 0.0% | -1.9% |
| 7D | -3.1% | -1.3% | -1.8% | -2.9% |
| 30D | -5.1% | -3.2% | -1.9% | -4.7% |
| 3M | -2.1% | +6.2% | -8.3% | -3.2% |
| 6M | +13.8% | -4.7% | +18.5% | +14.1% |
| YTD | +5.1% | -20.6% | +25.7% | +7.9% |
| 1Y | +53.1% | -26.4% | +79.5% | +58.6% |
| 3Y | +95.6% | +55.4% | +40.3% | +76.4% |
| 5Y | +361.5% | +9.8% | +351.7% | +330.3% |
| 10Y | +1,545.2% | +341.4% | +1,203.8% | +1,112.5% |
| All | +1,545.2% | +345.5% | +1,199.6% | +1,112.5% |
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