+443.8%
LLY vs CG
-22.2%
+466.0%
-34.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.7% | -0.1% | -0.7% |
| 7D | -4.5% | -1.2% | -3.3% | -4.3% |
| 30D | +13.9% | +5.0% | +8.9% | +13.2% |
| 3M | +13.8% | -18.2% | +32.0% | +16.4% |
| 6M | +37.6% | -20.7% | +58.3% | +41.0% |
| YTD | +26.6% | -31.4% | +58.0% | +31.7% |
| 1Y | +45.3% | -22.3% | +67.6% | +48.6% |
| 3Y | +132.2% | +50.2% | +82.1% | +114.2% |
| All | +443.8% | -22.2% | +466.0% | +434.0% |
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