+17,561.1%
LLY vs CLF
+714.0%
+16,847.1%
-68.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CLF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +1.8% | -2.7% | -1.0% |
| 7D | -2.1% | +7.6% | -9.7% | -2.8% |
| 30D | -1.6% | -1.2% | -0.4% | -1.6% |
| 3M | +2.3% | -13.4% | +15.7% | +3.0% |
| 6M | +14.9% | +15.4% | -0.5% | +12.5% |
| YTD | +7.5% | -5.9% | +13.3% | +6.5% |
| 1Y | +55.7% | +18.8% | +36.9% | +50.0% |
| 3Y | +110.6% | -19.4% | +130.0% | +104.1% |
| 5Y | +363.4% | -47.7% | +411.1% | +354.5% |
| 10Y | +1,649.0% | +130.4% | +1,518.6% | +1,263.9% |
| All | +17,561.1% | +714.0% | +16,847.1% | +7,911.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling