+21,831.6%
LLY vs CMI
+16,035.5%
+5,796.1%
-68.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -1.7% | +1.0% | -0.4% |
| 7D | +4.6% | +1.5% | +3.1% | +4.3% |
| 30D | +22.4% | -14.0% | +36.3% | +25.7% |
| 3M | +17.1% | -28.3% | +45.5% | +24.3% |
| 6M | +44.6% | -34.9% | +79.6% | +55.4% |
| YTD | +33.5% | -9.9% | +43.3% | +34.4% |
| 1Y | +41.1% | -3.6% | +44.8% | +40.2% |
| 3Y | +143.8% | +120.9% | +22.8% | +104.9% |
| 5Y | +473.4% | +116.1% | +357.3% | +378.1% |
| 10Y | +2,035.0% | +328.5% | +1,706.5% | +1,422.8% |
| All | +21,831.6% | +16,035.5% | +5,796.1% | +6,840.2% |
Cumulative growth
Daily Returns
Daily percentage return beside CMI.
Daily Out/Under-Performance
Portfolio return minus CMI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CMI 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 CMI 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