+41.1%
LLY vs CG
-26.5%
+67.6%
-23.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -4.3% | +3.6% | -0.3% |
| 7D | +4.6% | -1.5% | +6.1% | +4.7% |
| 30D | +22.4% | +5.7% | +16.7% | +22.2% |
| 3M | +17.1% | -17.9% | +35.0% | +18.1% |
| 6M | +44.6% | -20.2% | +64.8% | +46.9% |
| YTD | +33.5% | -32.0% | +65.5% | +36.3% |
| 1Y | +41.1% | -27.0% | +68.1% | +43.4% |
| All | +41.1% | -26.5% | +67.6% | +43.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling