+2,006.3%
LLY vs CL
+76.2%
+1,930.2%
-34.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | +1.4% | +2.9% | +3.6% |
| 7D | +0.1% | +0.5% | -0.5% | -0.2% |
| 30D | +19.7% | +11.6% | +8.1% | +13.9% |
| 3M | +19.3% | +5.6% | +13.6% | +16.3% |
| 6M | +49.3% | +13.2% | +36.2% | +40.7% |
| YTD | +32.0% | +26.9% | +5.1% | +17.8% |
| 1Y | +53.7% | +27.3% | +26.4% | +36.8% |
| 3Y | +143.7% | +39.7% | +104.0% | +103.3% |
| 5Y | +463.9% | +41.3% | +422.6% | +363.4% |
| 10Y | +2,006.3% | +76.3% | +1,930.1% | +1,419.1% |
| All | +2,006.3% | +76.2% | +1,930.2% | +1,419.1% |
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