+45.3%
LLY vs CLF
+9.8%
+35.6%
-23.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CLF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +1.7% | -2.5% | -0.8% |
| 7D | -4.5% | -19.6% | +15.1% | -4.7% |
| 30D | +13.9% | -5.0% | +18.9% | +13.8% |
| 3M | +13.8% | -6.3% | +20.1% | +13.7% |
| 6M | +37.6% | +2.8% | +34.8% | +37.0% |
| YTD | +26.6% | -13.7% | +40.3% | +27.9% |
| 1Y | +45.3% | +13.6% | +31.8% | +41.3% |
| All | +45.3% | +9.8% | +35.6% | +41.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling