+1,610.3%
LLY vs CHRW
+163.9%
+1,446.4%
-34.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CHRW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +1.1% | -2.0% | -1.0% |
| 7D | -2.1% | -1.4% | -0.7% | -2.0% |
| 30D | -1.6% | -3.5% | +1.9% | -1.2% |
| 3M | +2.3% | -19.4% | +21.7% | +4.8% |
| 6M | +14.9% | -21.4% | +36.3% | +17.8% |
| YTD | +7.5% | -7.1% | +14.6% | +6.8% |
| 1Y | +55.7% | +17.8% | +37.9% | +48.5% |
| 3Y | +110.6% | +78.8% | +31.8% | +85.2% |
| 5Y | +363.4% | +83.5% | +279.9% | +294.7% |
| All | +1,610.3% | +163.9% | +1,446.4% | +1,147.3% |
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