+57.3%
LLY vs CME
+19.8%
+37.6%
-23.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CME | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +1.4% | -0.8% | +0.6% |
| 7D | +10.1% | +4.8% | +5.2% | +9.9% |
| 30D | +24.0% | +14.2% | +9.9% | +24.2% |
| 3M | +27.3% | +17.9% | +9.3% | +27.5% |
| 6M | +47.0% | +7.2% | +39.7% | +48.2% |
| YTD | +32.6% | +16.7% | +15.9% | +35.5% |
| 1Y | +57.3% | +19.6% | +37.8% | +60.3% |
| All | +57.3% | +19.8% | +37.6% | +60.3% |
Cumulative growth
Daily Returns
Daily percentage return beside CME.
Daily Out/Under-Performance
Portfolio return minus CME return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CME 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 CME 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