+1,610.3%
LLY vs CLS
+2,747.3%
-1,137.1%
-34.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CLS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +0.8% | -1.7% | -0.9% |
| 7D | -2.1% | +4.6% | -6.7% | -2.5% |
| 30D | -1.6% | -13.9% | +12.3% | -0.9% |
| 3M | +2.3% | -26.6% | +28.9% | +3.8% |
| 6M | +14.9% | +15.4% | -0.5% | +11.7% |
| YTD | +7.5% | +5.7% | +1.8% | +4.7% |
| 1Y | +55.7% | +41.1% | +14.6% | +46.4% |
| 3Y | +110.6% | +1,228.6% | -1,118.0% | +49.5% |
| 5Y | +363.4% | +3,240.6% | -2,877.2% | +193.3% |
| All | +1,610.3% | +2,747.3% | -1,137.1% | +905.8% |
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