+2,006.3%
LLY vs CHRW
+131.6%
+1,874.7%
-34.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CHRW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | +2.9% | +1.4% | +3.9% |
| 7D | +0.1% | +0.2% | -0.1% | 0.0% |
| 30D | +19.7% | -9.4% | +29.1% | +21.0% |
| 3M | +19.3% | -13.3% | +32.5% | +20.9% |
| 6M | +49.3% | -24.2% | +73.5% | +53.4% |
| YTD | +32.0% | -18.9% | +50.9% | +33.0% |
| 1Y | +53.7% | -12.4% | +66.1% | +53.0% |
| 3Y | +143.7% | +72.2% | +71.5% | +113.7% |
| 5Y | +463.9% | +53.4% | +410.5% | +394.2% |
| 10Y | +2,006.3% | +127.0% | +1,879.4% | +1,555.5% |
| All | +2,006.3% | +131.6% | +1,874.7% | +1,555.5% |
Cumulative growth
Daily Returns
Daily percentage return beside CHRW.
Daily Out/Under-Performance
Portfolio return minus CHRW return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CHRW 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 10y: compounded portfolio wealth divided by compounded CHRW 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…
10y analysis · Full analysis span regression · 6 months rolling