+140.8%
LLY vs CLX
-6.4%
+147.2%
-34.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CLX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +1.2% | +0.1% | +1.0% |
| 7D | +6.7% | +9.5% | -2.8% | +4.9% |
| 30D | +19.6% | +30.7% | -11.1% | +13.6% |
| 3M | +19.7% | +4.2% | +15.5% | +18.2% |
| 6M | +42.7% | +22.1% | +20.6% | +37.4% |
| YTD | +35.1% | +14.1% | +21.1% | +32.2% |
| 1Y | +42.2% | +10.3% | +31.9% | +39.7% |
| 3Y | +140.8% | -7.8% | +148.6% | +151.7% |
| All | +140.8% | -6.4% | +147.2% | +151.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling