+3,660.3%
LLY vs CHRW
+4,173.0%
-512.6%
-68.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CHRW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +1.1% | -2.0% | -1.1% |
| 7D | -2.1% | -1.4% | -0.7% | -1.9% |
| 30D | -1.6% | -3.5% | +1.9% | -1.1% |
| 3M | +2.3% | -19.4% | +21.7% | +5.7% |
| 6M | +14.9% | -21.4% | +36.3% | +18.8% |
| YTD | +7.5% | -7.1% | +14.6% | +7.0% |
| 1Y | +55.7% | +17.8% | +37.9% | +47.6% |
| 3Y | +110.6% | +78.8% | +31.8% | +80.7% |
| 5Y | +363.4% | +83.5% | +279.9% | +288.4% |
| 10Y | +1,649.0% | +160.2% | +1,488.7% | +1,231.3% |
| All | +3,660.3% | +4,173.0% | -512.6% | +1,636.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling