+1,919.9%
LLY vs CLX
+20.0%
+1,899.9%
-34.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CLX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +0.3% | -1.0% | -0.8% |
| 7D | -4.5% | +13.6% | -18.1% | -7.5% |
| 30D | +13.9% | +23.4% | -9.5% | +8.2% |
| 3M | +13.8% | -2.8% | +16.6% | +14.3% |
| 6M | +37.6% | +14.0% | +23.6% | +32.7% |
| YTD | +26.6% | +4.2% | +22.4% | +24.4% |
| 1Y | +45.3% | -1.2% | +46.5% | +44.5% |
| 3Y | +132.2% | -12.7% | +144.9% | +135.0% |
| 5Y | +434.7% | -26.5% | +461.2% | +456.2% |
| All | +1,919.9% | +20.0% | +1,899.9% | +1,642.4% |
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