+42.2%
LLY vs CL
+29.8%
+12.4%
-23.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +1.8% | -0.5% | +0.5% |
| 7D | +6.7% | +3.2% | +3.5% | +5.3% |
| 30D | +19.6% | +8.0% | +11.5% | +15.8% |
| 3M | +19.7% | +7.9% | +11.8% | +15.9% |
| 6M | +42.7% | +14.7% | +28.0% | +35.5% |
| YTD | +35.1% | +29.2% | +6.0% | +29.5% |
| 1Y | +42.2% | +29.5% | +12.6% | +35.7% |
| All | +42.2% | +29.8% | +12.4% | +35.7% |
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