+2,006.3%
LLY vs CME
+320.1%
+1,686.3%
-34.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CME | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | -0.4% | +4.7% | +4.4% |
| 7D | +0.1% | -0.6% | +0.6% | +0.2% |
| 30D | +19.7% | +8.5% | +11.2% | +17.3% |
| 3M | +19.3% | +16.0% | +3.2% | +14.7% |
| 6M | +49.3% | +9.3% | +40.0% | +45.4% |
| YTD | +32.0% | +15.3% | +16.7% | +26.3% |
| 1Y | +53.7% | +14.4% | +39.3% | +47.2% |
| 3Y | +143.7% | +59.9% | +83.8% | +110.2% |
| 5Y | +463.9% | +69.4% | +394.5% | +373.2% |
| 10Y | +2,006.3% | +299.5% | +1,706.9% | +1,296.5% |
| All | +2,006.3% | +320.1% | +1,686.3% | +1,296.5% |
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