+2,043.2%
LLY vs CHRW
+127.5%
+1,915.7%
-34.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CHRW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -2.3% | +1.5% | -0.5% |
| 7D | -4.5% | +0.6% | -5.1% | -4.6% |
| 30D | +13.9% | -7.3% | +21.2% | +14.8% |
| 3M | +13.8% | -14.2% | +27.9% | +15.5% |
| 6M | +37.6% | -25.1% | +62.7% | +41.5% |
| YTD | +26.6% | -21.2% | +47.8% | +28.0% |
| 1Y | +45.3% | -14.2% | +59.5% | +44.9% |
| 3Y | +132.2% | +63.5% | +68.7% | +105.1% |
| 5Y | +434.7% | +49.6% | +385.1% | +369.2% |
| All | +2,043.2% | +127.5% | +1,915.7% | +1,520.8% |
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