+21,908.6%
LLY vs CHD
+11,604.3%
+10,304.4%
-68.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CHD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +0.4% | +1.0% | +1.3% |
| 7D | +1.6% | +2.4% | -0.8% | +1.1% |
| 30D | +21.5% | +13.9% | +7.5% | +17.8% |
| 3M | +16.4% | +8.5% | +7.9% | +14.2% |
| 6M | +51.5% | +20.4% | +31.1% | +44.7% |
| YTD | +33.9% | +34.5% | -0.6% | +24.4% |
| 1Y | +49.1% | +33.8% | +15.4% | +38.7% |
| 3Y | +144.6% | +29.1% | +115.5% | +128.4% |
| 5Y | +466.3% | +31.2% | +435.1% | +423.5% |
| 10Y | +2,024.1% | +193.1% | +1,831.0% | +1,525.4% |
| All | +21,908.6% | +11,604.3% | +10,304.4% | +8,116.5% |
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