+50.7%
LLY vs CLX
-25.2%
+75.9%
-23.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CLX | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -2.2% | +2.2% | +0.4% |
| 7D | -3.1% | -4.9% | +1.8% | -2.2% |
| 30D | -8.6% | -15.8% | +7.2% | -5.8% |
| 3M | -1.6% | -7.9% | +6.3% | +0.1% |
| 6M | +11.8% | -19.0% | +30.9% | +16.1% |
| YTD | +5.1% | -7.9% | +13.1% | +11.2% |
| 1Y | +50.7% | -25.4% | +76.1% | +59.6% |
| All | +50.7% | -25.2% | +75.9% | +59.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling