+144.6%
LLY vs CI
+11.1%
+133.5%
-34.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +2.5% | -1.1% | +1.2% |
| 7D | +1.6% | +2.6% | -1.0% | +1.4% |
| 30D | +21.5% | +7.3% | +14.1% | +20.7% |
| 3M | +16.4% | +9.5% | +6.9% | +15.5% |
| 6M | +51.5% | +6.4% | +45.1% | +50.5% |
| YTD | +33.9% | +12.0% | +21.9% | +32.5% |
| 1Y | +49.1% | +20.1% | +29.0% | +46.8% |
| 3Y | +144.6% | +9.6% | +135.0% | +148.3% |
| All | +144.6% | +11.1% | +133.5% | +148.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling