+20,705.6%
LLY vs CI
+7,937.0%
+12,768.6%
-68.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -2.6% | +1.8% | -0.2% |
| 7D | -4.5% | -1.6% | -2.9% | -4.1% |
| 30D | +13.9% | +5.4% | +8.5% | +12.5% |
| 3M | +13.8% | +7.3% | +6.5% | +11.8% |
| 6M | +37.6% | +5.3% | +32.3% | +35.6% |
| YTD | +26.6% | +8.5% | +18.1% | +23.3% |
| 1Y | +45.3% | +17.1% | +28.2% | +38.9% |
| 3Y | +132.2% | +1.4% | +130.8% | +123.8% |
| 5Y | +434.7% | +50.5% | +384.2% | +363.9% |
| 10Y | +2,084.3% | +168.5% | +1,915.8% | +1,489.0% |
| All | +20,705.6% | +7,937.0% | +12,768.6% | +5,557.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling