+2,043.2%
LLY vs CLS
+1,628.1%
+415.1%
-34.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CLS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +0.5% | -1.3% | -0.8% |
| 7D | -4.5% | -22.2% | +17.7% | -3.2% |
| 30D | +13.9% | -44.4% | +58.3% | +17.5% |
| 3M | +13.8% | -34.3% | +48.0% | +15.8% |
| 6M | +37.6% | -50.1% | +87.7% | +41.5% |
| YTD | +26.6% | -30.1% | +56.7% | +25.6% |
| 1Y | +45.3% | -39.3% | +84.7% | +45.3% |
| 3Y | +132.2% | +732.7% | -600.5% | +68.7% |
| 5Y | +434.7% | +1,777.2% | -1,342.5% | +250.3% |
| All | +2,043.2% | +1,628.1% | +415.1% | +1,166.6% |
Cumulative growth
Daily Returns
Daily percentage return beside CLS.
Daily Out/Under-Performance
Portfolio return minus CLS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CLS 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 CLS 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