+466.3%
LLY vs CLF
-42.3%
+508.7%
-34.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CLF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +4.9% | -3.5% | +1.2% |
| 7D | +1.6% | -9.1% | +10.7% | +1.9% |
| 30D | +21.5% | -0.9% | +22.4% | +21.3% |
| 3M | +16.4% | +3.0% | +13.5% | +15.9% |
| 6M | +51.5% | +16.7% | +34.8% | +49.4% |
| YTD | +33.9% | -3.2% | +37.1% | +32.9% |
| 1Y | +49.1% | +24.6% | +24.5% | +45.8% |
| 3Y | +144.6% | -22.3% | +166.9% | +137.1% |
| 5Y | +466.3% | -41.2% | +507.5% | +446.0% |
| All | +466.3% | -42.3% | +508.7% | +446.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling