+473.4%
LLY vs CHRW
+62.5%
+410.9%
-34.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CHRW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +0.5% | -1.2% | -0.7% |
| 7D | +4.6% | +4.7% | -0.2% | +4.3% |
| 30D | +22.4% | -2.6% | +24.9% | +22.5% |
| 3M | +17.1% | -8.0% | +25.1% | +17.5% |
| 6M | +44.6% | -19.0% | +63.6% | +46.0% |
| YTD | +33.5% | -15.5% | +48.9% | +33.3% |
| 1Y | +41.1% | -10.8% | +51.9% | +40.3% |
| 3Y | +143.8% | +79.8% | +64.0% | +129.1% |
| 5Y | +473.4% | +59.3% | +414.1% | +440.2% |
| All | +473.4% | +62.5% | +410.9% | +440.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling