+1,612.0%
LLY vs CLF
+128.0%
+1,484.0%
-34.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CLF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +1.8% | -2.7% | -1.0% |
| 7D | -2.1% | +7.6% | -9.7% | -2.6% |
| 30D | -1.6% | -1.2% | -0.4% | -1.6% |
| 3M | +2.3% | -13.4% | +15.7% | +2.8% |
| 6M | +14.9% | +15.4% | -0.5% | +13.1% |
| YTD | +7.5% | -5.9% | +13.3% | +6.9% |
| 1Y | +55.7% | +18.8% | +36.9% | +51.4% |
| 3Y | +110.6% | -19.4% | +130.0% | +105.2% |
| 5Y | +363.4% | -47.7% | +411.1% | +356.4% |
| All | +1,612.0% | +128.0% | +1,484.0% | +1,255.8% |
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