+2,006.3%
LLY vs CG
+320.1%
+1,686.2%
-34.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | +6.6% | -2.3% | +3.3% |
| 7D | +0.1% | +3.0% | -3.0% | -0.4% |
| 30D | +19.7% | +10.1% | +9.6% | +18.0% |
| 3M | +19.3% | -10.8% | +30.1% | +21.0% |
| 6M | +49.3% | -15.2% | +64.6% | +52.3% |
| YTD | +32.0% | -26.9% | +58.9% | +37.0% |
| 1Y | +53.7% | -17.0% | +70.8% | +56.4% |
| 3Y | +143.7% | +54.6% | +89.1% | +119.8% |
| 5Y | +463.9% | -16.7% | +480.6% | +450.7% |
| 10Y | +2,006.3% | +320.1% | +1,686.2% | +1,426.9% |
| All | +2,006.3% | +320.1% | +1,686.2% | +1,426.9% |
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