+139.5%
LLY vs CLS
+852.3%
-712.8%
-34.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CLS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +8.5% | -8.2% | +0.2% |
| 7D | +1.4% | +2.8% | -1.4% | +1.3% |
| 30D | +21.5% | -30.1% | +51.6% | +22.2% |
| 3M | +18.5% | -21.7% | +40.2% | +18.5% |
| 6M | +49.1% | -36.2% | +85.3% | +49.5% |
| YTD | +34.4% | -17.8% | +52.2% | +31.9% |
| 1Y | +46.3% | -26.8% | +73.1% | +44.2% |
| All | +139.5% | +852.3% | -712.8% | +66.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling