+903.6%
LLY vs CIFR
-34.2%
+937.8%
-34.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CIFR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +17.9% | -18.7% | -0.9% |
| 7D | -4.5% | -10.2% | +5.7% | -4.4% |
| 30D | +13.9% | -55.0% | +69.0% | +14.6% |
| 3M | +13.8% | -64.1% | +77.8% | +14.7% |
| 6M | +37.6% | -70.1% | +107.7% | +38.6% |
| YTD | +26.6% | -55.7% | +82.3% | +26.4% |
| 1Y | +45.3% | -69.9% | +115.2% | +45.8% |
| 3Y | +132.2% | +68.7% | +63.5% | +124.0% |
| 5Y | +434.7% | -26.2% | +460.9% | +420.5% |
| All | +903.6% | -34.2% | +937.8% | +857.6% |
Cumulative growth
Daily Returns
Daily percentage return beside CIFR.
Daily Out/Under-Performance
Portfolio return minus CIFR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CIFR 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 10y: compounded portfolio wealth divided by compounded CIFR 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…
10y analysis · Full analysis span regression · 6 months rolling