+3,285.0%
LLY vs CME
+7,469.3%
-4,184.3%
-57.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.3% | -0.6% | -0.8% |
| 7D | -2.1% | -1.6% | -0.6% | -1.8% |
| 30D | -1.6% | +6.2% | -7.8% | -2.9% |
| 3M | +2.3% | +10.4% | -8.1% | -0.2% |
| 6M | +14.9% | -9.5% | +24.4% | +16.8% |
| YTD | +7.5% | +6.0% | +1.4% | +5.5% |
| 1Y | +55.7% | +9.3% | +46.4% | +51.6% |
| 3Y | +110.6% | +57.7% | +52.9% | +88.4% |
| 5Y | +363.4% | +77.7% | +285.7% | +301.1% |
| 10Y | +1,649.0% | +281.2% | +1,367.7% | +1,168.4% |
| All | +3,285.0% | +7,469.3% | -4,184.3% | +1,370.4% |
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