+22,107.8%
LLY vs CMI
+15,921.4%
+6,186.4%
-68.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -0.7% | +2.0% | +1.4% |
| 7D | +6.7% | +0.5% | +6.3% | +6.6% |
| 30D | +19.6% | -14.0% | +33.6% | +22.8% |
| 3M | +19.7% | -28.1% | +47.9% | +27.0% |
| 6M | +42.7% | -35.8% | +78.6% | +53.7% |
| YTD | +35.1% | -10.5% | +45.6% | +36.2% |
| 1Y | +42.2% | -1.9% | +44.0% | +40.8% |
| 3Y | +140.8% | +121.0% | +19.8% | +102.4% |
| 5Y | +480.6% | +114.6% | +366.0% | +384.8% |
| 10Y | +2,061.9% | +325.5% | +1,736.4% | +1,444.0% |
| All | +22,107.8% | +15,921.4% | +6,186.4% | +6,936.8% |
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