+2,080.1%
LLY vs CMS
+140.2%
+1,939.9%
-34.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CMS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +1.7% | -0.4% | +0.6% |
| 7D | +6.7% | +1.7% | +5.0% | +6.0% |
| 30D | +19.6% | +6.2% | +13.4% | +16.8% |
| 3M | +19.7% | +0.6% | +19.1% | +19.4% |
| 6M | +42.7% | -1.8% | +44.5% | +43.5% |
| YTD | +35.1% | +3.8% | +31.3% | +32.7% |
| 1Y | +42.2% | -1.8% | +44.0% | +42.7% |
| 3Y | +140.8% | +39.8% | +101.0% | +105.8% |
| 5Y | +480.6% | +37.1% | +443.5% | +392.4% |
| All | +2,080.1% | +140.2% | +1,939.9% | +1,333.8% |
Cumulative growth
Daily Returns
Daily percentage return beside CMS.
Daily Out/Under-Performance
Portfolio return minus CMS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CMS 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 10y: compounded portfolio wealth divided by compounded CMS 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…
10y analysis · Full analysis span regression · 6 months rolling