+53.1%
LLY vs CLS
+33.9%
+19.3%
-23.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CLS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | +5.6% | -7.9% | -2.0% |
| 7D | -3.1% | +12.8% | -15.9% | -2.7% |
| 30D | -5.1% | +3.8% | -8.9% | -4.9% |
| 3M | -2.1% | -14.6% | +12.6% | -2.1% |
| 6M | +13.8% | +32.2% | -18.4% | +13.7% |
| YTD | +5.1% | +11.6% | -6.5% | +4.7% |
| 1Y | +53.1% | +35.1% | +18.1% | +50.5% |
| All | +53.1% | +33.9% | +19.3% | +50.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling