+17,561.1%
LLY vs CHD
+10,220.8%
+7,340.3%
-68.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CHD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | 0.0% | -0.8% | -0.9% |
| 7D | -2.1% | -2.7% | +0.5% | -1.5% |
| 30D | -1.6% | -4.6% | +3.0% | -0.5% |
| 3M | +2.3% | +5.0% | -2.7% | +1.0% |
| 6M | +14.9% | -3.2% | +18.1% | +15.5% |
| YTD | +7.5% | +18.6% | -11.2% | +2.9% |
| 1Y | +55.7% | +4.8% | +50.9% | +53.2% |
| 3Y | +110.6% | +6.1% | +104.5% | +105.7% |
| 5Y | +363.4% | +24.0% | +339.5% | +334.5% |
| 10Y | +1,649.0% | +124.5% | +1,524.5% | +1,318.7% |
| All | +17,561.1% | +10,220.8% | +7,340.3% | +6,693.4% |
Cumulative growth
Daily Returns
Daily percentage return beside CHD.
Daily Out/Under-Performance
Portfolio return minus CHD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CHD 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 all: compounded portfolio wealth divided by compounded CHD 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…
all analysis · Full analysis span regression · 6 months rolling