+2,050.0%
LLY vs CL
+84.6%
+1,965.4%
-34.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.1% | +0.4% | +0.4% |
| 7D | +1.4% | -0.8% | +2.1% | +1.7% |
| 30D | +21.5% | +9.5% | +12.0% | +16.6% |
| 3M | +18.5% | +6.8% | +11.7% | +14.9% |
| 6M | +49.1% | +14.3% | +34.8% | +39.8% |
| YTD | +34.4% | +27.0% | +7.4% | +19.8% |
| 1Y | +46.3% | +26.3% | +20.0% | +30.6% |
| 3Y | +145.5% | +39.3% | +106.2% | +104.8% |
| 5Y | +472.7% | +41.5% | +431.2% | +369.5% |
| 10Y | +2,050.0% | +84.1% | +1,965.9% | +1,442.4% |
| All | +2,050.0% | +84.6% | +1,965.4% | +1,442.4% |
Cumulative growth
Daily Returns
Daily percentage return beside CL.
Daily Out/Under-Performance
Portfolio return minus CL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CL 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 CL 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