+20,870.5%
LLY vs CLF
+633.9%
+20,236.6%
-68.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CLF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.8% | -12.2% | +8.5% | -2.8% |
| 7D | -0.7% | -21.0% | +20.3% | +1.2% |
| 30D | +17.9% | -8.0% | +25.9% | +18.3% |
| 3M | +16.8% | -10.9% | +27.7% | +17.3% |
| 6M | +38.4% | +5.8% | +32.6% | +36.2% |
| YTD | +27.6% | -15.1% | +42.7% | +27.0% |
| 1Y | +48.3% | +7.2% | +41.1% | +44.5% |
| 3Y | +145.4% | -34.2% | +179.5% | +141.0% |
| 5Y | +438.9% | -49.6% | +488.5% | +428.6% |
| 10Y | +2,101.6% | +109.9% | +1,991.7% | +1,628.0% |
| All | +20,870.5% | +633.9% | +20,236.6% | +9,449.2% |
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