+2,053.0%
LLY vs CLF
+80.0%
+1,973.0%
-34.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CLF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.5% | -0.2% | -0.7% |
| 7D | +4.6% | +16.0% | -11.4% | +3.7% |
| 30D | +22.4% | +1.6% | +20.7% | +22.0% |
| 3M | +17.1% | +6.7% | +10.4% | +16.3% |
| 6M | +44.6% | +21.1% | +23.5% | +42.0% |
| YTD | +33.5% | -1.6% | +35.0% | +32.0% |
| 1Y | +41.1% | +18.5% | +22.6% | +37.9% |
| 3Y | +143.8% | -21.0% | +164.8% | +137.5% |
| 5Y | +473.4% | -41.4% | +514.7% | +460.3% |
| All | +2,053.0% | +80.0% | +1,973.0% | +1,760.3% |
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