+483.3%
LLY vs CLX
-20.8%
+504.2%
-34.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CLX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +1.2% | +0.1% | +1.0% |
| 7D | +6.7% | +9.5% | -2.8% | +4.6% |
| 30D | +19.6% | +30.7% | -11.1% | +12.6% |
| 3M | +19.7% | +4.2% | +15.5% | +18.3% |
| 6M | +42.7% | +22.1% | +20.6% | +36.1% |
| YTD | +35.1% | +14.1% | +21.1% | +30.6% |
| 1Y | +42.2% | +10.3% | +31.9% | +38.3% |
| 3Y | +140.8% | -7.8% | +148.6% | +140.9% |
| All | +483.3% | -20.8% | +504.2% | +485.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling