+17,561.1%
LLY vs CLX
+2,386.6%
+15,174.5%
-68.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CLX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -1.3% | +0.4% | -0.5% |
| 7D | -2.1% | -9.2% | +7.1% | +0.5% |
| 30D | -1.6% | -11.0% | +9.4% | +1.7% |
| 3M | +2.3% | +5.0% | -2.8% | +0.6% |
| 6M | +14.9% | -18.8% | +33.7% | +21.0% |
| YTD | +7.5% | -4.4% | +11.9% | +7.9% |
| 1Y | +55.7% | -21.9% | +77.5% | +65.0% |
| 3Y | +110.6% | -32.8% | +143.4% | +130.2% |
| 5Y | +363.4% | -34.6% | +398.0% | +401.3% |
| 10Y | +1,649.0% | -4.7% | +1,653.7% | +1,536.4% |
| All | +17,561.1% | +2,386.6% | +15,174.5% | +5,498.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling