+140.8%
LLY vs CG
+46.4%
+94.4%
-34.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +1.0% | +0.2% | +1.1% |
| 7D | +6.7% | +0.2% | +6.6% | +6.7% |
| 30D | +19.6% | +11.2% | +8.4% | +18.2% |
| 3M | +19.7% | -22.1% | +41.8% | +23.1% |
| 6M | +42.7% | -17.9% | +60.7% | +45.7% |
| YTD | +35.1% | -31.3% | +66.4% | +40.6% |
| 1Y | +42.2% | -24.0% | +66.2% | +45.8% |
| 3Y | +140.8% | +45.0% | +95.8% | +126.4% |
| All | +140.8% | +46.4% | +94.4% | +126.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling