+2,043.2%
LLY vs CMS
+125.4%
+1,917.8%
-34.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CMS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -2.1% | +1.3% | 0.0% |
| 7D | -4.5% | -1.3% | -3.2% | -4.0% |
| 30D | +13.9% | +6.3% | +7.6% | +11.3% |
| 3M | +13.8% | -2.1% | +15.8% | +14.5% |
| 6M | +37.6% | -5.1% | +42.7% | +40.2% |
| YTD | +26.6% | +1.3% | +25.3% | +25.6% |
| 1Y | +45.3% | -1.4% | +46.7% | +45.6% |
| 3Y | +132.2% | +36.9% | +95.3% | +100.7% |
| 5Y | +434.7% | +32.5% | +402.1% | +361.7% |
| All | +2,043.2% | +125.4% | +1,917.8% | +1,494.3% |
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