+42.1%
LLY vs CL
+26.3%
+15.8%
-23.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| 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% | +17.3% |
| 3M | +18.5% | +6.8% | +11.7% | +15.3% |
| 6M | +49.1% | +14.3% | +34.8% | +41.9% |
| YTD | +34.4% | +27.0% | +7.4% | +29.7% |
| All | +42.1% | +26.3% | +15.8% | +36.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling