+140.8%
LLY vs CIFR
+129.4%
+11.4%
-34.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CIFR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -4.1% | +5.3% | +1.3% |
| 7D | +6.7% | +4.8% | +1.9% | +6.7% |
| 30D | +19.6% | -31.0% | +50.6% | +20.1% |
| 3M | +19.7% | -58.7% | +78.4% | +21.1% |
| 6M | +42.7% | -67.7% | +110.4% | +44.3% |
| YTD | +35.1% | -53.5% | +88.7% | +34.2% |
| 1Y | +42.2% | -54.1% | +96.2% | +40.9% |
| 3Y | +140.8% | +138.2% | +2.6% | +114.1% |
| All | +140.8% | +129.4% | +11.4% | +114.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling