+17,561.1%
LLY vs CL
+4,870.0%
+12,691.2%
-68.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -1.5% | +0.6% | -0.3% |
| 7D | -2.1% | -2.2% | 0.0% | -1.3% |
| 30D | -1.6% | -4.8% | +3.2% | +0.3% |
| 3M | +2.3% | +4.9% | -2.6% | +0.1% |
| 6M | +14.9% | -5.7% | +20.6% | +17.2% |
| YTD | +7.5% | +14.4% | -6.9% | +1.4% |
| 1Y | +55.7% | +8.7% | +46.9% | +49.3% |
| 3Y | +110.6% | +30.0% | +80.6% | +86.2% |
| 5Y | +363.4% | +28.4% | +335.1% | +309.8% |
| 10Y | +1,649.0% | +50.1% | +1,598.9% | +1,328.8% |
| All | +17,561.1% | +4,870.0% | +12,691.2% | +3,252.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling