+372.0%
LLY vs CG
+10.1%
+361.9%
-34.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -1.6% | +0.8% | -0.7% |
| 7D | -2.1% | -4.3% | +2.2% | -1.6% |
| 30D | -1.6% | -5.1% | +3.5% | -1.0% |
| 3M | +2.3% | +8.7% | -6.4% | +1.0% |
| 6M | +14.9% | -9.2% | +24.1% | +15.9% |
| YTD | +7.5% | -18.9% | +26.3% | +9.7% |
| 1Y | +55.7% | -25.6% | +81.3% | +60.5% |
| 3Y | +110.6% | +57.3% | +53.3% | +92.2% |
| All | +372.0% | +10.1% | +361.9% | +344.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling