+53.1%
LLY vs CIFR
+150.5%
-97.4%
-23.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CIFR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | +4.3% | -6.6% | -2.2% |
| 7D | -3.1% | +26.7% | -29.8% | -2.9% |
| 30D | -5.1% | +7.7% | -12.8% | -4.9% |
| 3M | -2.1% | -23.8% | +21.7% | -1.6% |
| 6M | +13.8% | +35.9% | -22.1% | +13.0% |
| YTD | +5.1% | +25.4% | -20.3% | +3.8% |
| 1Y | +53.1% | +139.8% | -86.6% | +43.7% |
| All | +53.1% | +150.5% | -97.4% | +43.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling