+1,545.2%
LLY vs CME
+282.5%
+1,262.7%
-34.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -1.1% | -1.1% | -1.9% |
| 7D | -3.1% | -2.9% | -0.2% | -2.4% |
| 30D | -5.1% | +5.5% | -10.6% | -6.5% |
| 3M | -2.1% | +11.0% | -13.0% | -5.0% |
| 6M | +13.8% | -9.7% | +23.5% | +16.5% |
| YTD | +5.1% | +4.9% | +0.2% | +3.0% |
| 1Y | +53.1% | +10.1% | +43.0% | +47.6% |
| 3Y | +95.6% | +53.5% | +42.1% | +69.6% |
| 5Y | +361.5% | +77.2% | +284.3% | +278.4% |
| 10Y | +1,545.2% | +282.1% | +1,263.0% | +896.3% |
| All | +1,545.2% | +282.5% | +1,262.7% | +896.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling