+20,870.5%
LLY vs CL
+5,456.9%
+15,413.6%
-68.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.8% | -0.1% | -3.7% | -3.7% |
| 7D | -0.7% | +5.9% | -6.6% | -2.9% |
| 30D | +17.9% | +13.8% | +4.1% | +12.0% |
| 3M | +16.8% | +6.4% | +10.4% | +13.9% |
| 6M | +38.4% | +15.6% | +22.8% | +30.3% |
| YTD | +27.6% | +27.9% | -0.3% | +15.1% |
| 1Y | +48.3% | +31.4% | +16.9% | +32.2% |
| 3Y | +145.4% | +41.4% | +104.0% | +110.0% |
| 5Y | +438.9% | +42.8% | +396.1% | +356.6% |
| 10Y | +2,101.6% | +79.7% | +2,021.9% | +1,576.3% |
| All | +20,870.5% | +5,456.9% | +15,413.6% | +3,706.3% |
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