+1,545.2%
LLY vs CLX
-3.9%
+1,549.1%
-34.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CLX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -1.6% | -0.6% | -1.8% |
| 7D | -3.1% | -3.5% | +0.4% | -2.3% |
| 30D | -5.1% | -11.9% | +6.8% | -2.1% |
| 3M | -2.1% | -2.6% | +0.6% | -1.6% |
| 6M | +13.8% | -18.2% | +32.0% | +18.9% |
| YTD | +5.1% | -5.9% | +11.0% | +6.1% |
| 1Y | +53.1% | -23.8% | +77.0% | +62.4% |
| 3Y | +95.6% | -33.6% | +129.2% | +112.5% |
| 5Y | +361.5% | -35.7% | +397.2% | +397.1% |
| 10Y | +1,545.2% | -2.5% | +1,547.7% | +1,446.0% |
| All | +1,545.2% | -3.9% | +1,549.1% | +1,446.0% |
Cumulative growth
Daily Returns
Daily percentage return beside CLX.
Daily Out/Under-Performance
Portfolio return minus CLX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CLX 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 CLX 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