+4,330.2%
LLY vs CLS
+2,637.0%
+1,693.2%
-68.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CLS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +4.6% | -5.3% | -1.1% |
| 7D | +4.6% | +23.5% | -18.9% | +2.7% |
| 30D | +22.4% | -28.9% | +51.3% | +25.2% |
| 3M | +17.1% | -25.2% | +42.3% | +18.9% |
| 6M | +44.6% | -32.1% | +76.7% | +46.4% |
| YTD | +33.5% | -14.1% | +47.5% | +31.0% |
| 1Y | +41.1% | -24.1% | +65.2% | +39.4% |
| 3Y | +143.8% | +897.0% | -753.2% | +80.4% |
| 5Y | +473.4% | +2,089.9% | -1,616.6% | +287.6% |
| 10Y | +2,035.0% | +2,022.2% | +12.8% | +1,286.1% |
| All | +4,330.2% | +2,637.0% | +1,693.2% | +1,721.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling