+2,006.3%
LLY vs CMS
+127.7%
+1,878.6%
-34.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CMS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | +0.5% | +3.7% | +4.1% |
| 7D | +0.1% | -0.9% | +1.0% | +0.4% |
| 30D | +19.7% | +7.1% | +12.7% | +16.6% |
| 3M | +19.3% | -1.3% | +20.5% | +19.7% |
| 6M | +49.3% | -2.7% | +52.0% | +50.7% |
| YTD | +32.0% | +2.6% | +29.4% | +30.3% |
| 1Y | +53.7% | -2.0% | +55.7% | +54.5% |
| 3Y | +143.7% | +39.6% | +104.1% | +108.4% |
| 5Y | +463.9% | +35.3% | +428.6% | +380.9% |
| 10Y | +2,006.3% | +132.3% | +1,874.0% | +1,327.3% |
| All | +2,006.3% | +127.7% | +1,878.6% | +1,327.3% |
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