+443.8%
LLY vs CI
+49.9%
+394.0%
-34.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -2.6% | +1.8% | -0.3% |
| 7D | -4.5% | -1.6% | -2.9% | -4.2% |
| 30D | +13.9% | +5.4% | +8.5% | +12.8% |
| 3M | +13.8% | +7.3% | +6.5% | +12.3% |
| 6M | +37.6% | +5.3% | +32.3% | +36.1% |
| YTD | +26.6% | +8.5% | +18.1% | +24.1% |
| 1Y | +45.3% | +17.1% | +28.2% | +40.2% |
| 3Y | +132.2% | +1.4% | +130.8% | +127.7% |
| All | +443.8% | +49.9% | +394.0% | +361.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling