+95.6%
LLY vs CIFR
+506.9%
-411.3%
-34.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CIFR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | +4.3% | -6.6% | -2.3% |
| 7D | -3.1% | +26.7% | -29.8% | -3.6% |
| 30D | -5.1% | +7.7% | -12.8% | -5.4% |
| 3M | -2.1% | -23.8% | +21.7% | -1.8% |
| 6M | +13.8% | +35.9% | -22.1% | +11.5% |
| YTD | +5.1% | +25.4% | -20.3% | +2.7% |
| 1Y | +53.1% | +139.8% | -86.6% | +44.4% |
| 3Y | +95.6% | +515.0% | -419.3% | +68.3% |
| All | +95.6% | +506.9% | -411.3% | +68.3% |
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