+482.6%
LLY vs CME
+74.8%
+407.8%
-34.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CME | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +0.8% | +0.4% | +1.0% |
| 7D | +6.6% | +3.9% | +2.7% | +6.0% |
| 30D | +19.4% | +11.3% | +8.1% | +17.5% |
| 3M | +19.6% | +19.6% | 0.0% | +16.3% |
| 6M | +42.6% | +8.1% | +34.5% | +41.2% |
| YTD | +35.0% | +20.4% | +14.6% | +30.7% |
| 1Y | +42.0% | +16.5% | +25.5% | +38.3% |
| 3Y | +140.5% | +66.4% | +74.1% | +115.6% |
| All | +482.6% | +74.8% | +407.8% | +419.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling