+2,006.3%
LLY vs CLF
+92.7%
+1,913.7%
-34.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CLF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | +7.0% | -2.7% | +3.9% |
| 7D | +0.1% | -14.1% | +14.2% | +0.8% |
| 30D | +19.7% | -5.5% | +25.3% | +19.8% |
| 3M | +19.3% | 0.0% | +19.3% | +18.8% |
| 6M | +49.3% | +11.3% | +38.1% | +47.3% |
| YTD | +32.0% | -7.7% | +39.7% | +31.0% |
| 1Y | +53.7% | +17.5% | +36.2% | +50.2% |
| 3Y | +143.7% | -25.4% | +169.2% | +138.3% |
| 5Y | +463.9% | -46.0% | +509.9% | +453.6% |
| 10Y | +2,006.3% | +80.1% | +1,926.3% | +1,720.0% |
| All | +2,006.3% | +92.7% | +1,913.7% | +1,720.0% |
Cumulative growth
Daily Returns
Daily percentage return beside CLF.
Daily Out/Under-Performance
Portfolio return minus CLF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CLF 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 CLF 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