+57.3%
LLY vs CI
+21.2%
+36.1%
-23.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +3.4% | -2.8% | 0.0% |
| 7D | +10.1% | +3.5% | +6.5% | +9.4% |
| 30D | +24.0% | +12.6% | +11.5% | +22.3% |
| 3M | +27.3% | +12.1% | +15.2% | +25.5% |
| 6M | +47.0% | +10.6% | +36.4% | +45.5% |
| YTD | +32.6% | +12.8% | +19.7% | +31.8% |
| 1Y | +57.3% | +18.0% | +39.3% | +55.3% |
| All | +57.3% | +21.2% | +36.1% | +55.3% |
Cumulative growth
Daily Returns
Daily percentage return beside CI.
Daily Out/Under-Performance
Portfolio return minus CI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CI 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 1y: compounded portfolio wealth divided by compounded CI 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…
1y analysis · Full analysis span regression · 6 months rolling