+3,887.7%
LLY vs CME
+8,169.9%
-4,282.2%
-57.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.4% | -0.3% | -0.7% |
| 7D | -4.5% | +0.9% | -5.4% | -4.7% |
| 30D | +13.9% | +13.2% | +0.7% | +11.0% |
| 3M | +13.8% | +16.3% | -2.5% | +10.1% |
| 6M | +37.6% | +7.1% | +30.5% | +35.1% |
| YTD | +26.6% | +15.8% | +10.8% | +21.9% |
| 1Y | +45.3% | +17.1% | +28.3% | +39.6% |
| 3Y | +132.2% | +63.2% | +69.1% | +106.1% |
| 5Y | +434.7% | +70.2% | +364.5% | +367.2% |
| 10Y | +2,084.3% | +337.0% | +1,747.3% | +1,440.0% |
| All | +3,887.7% | +8,169.9% | -4,282.2% | +1,599.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling