+443.8%
LLY vs CMS
+32.6%
+411.3%
-34.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CMS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -2.1% | +1.3% | -0.2% |
| 7D | -4.5% | -1.3% | -3.2% | -4.1% |
| 30D | +13.9% | +6.3% | +7.6% | +12.1% |
| 3M | +13.8% | -2.1% | +15.8% | +14.3% |
| 6M | +37.6% | -5.1% | +42.7% | +39.6% |
| YTD | +26.6% | +1.3% | +25.3% | +26.2% |
| 1Y | +45.3% | -1.4% | +46.7% | +46.0% |
| 3Y | +132.2% | +36.9% | +95.3% | +109.7% |
| All | +443.8% | +32.6% | +411.3% | +393.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling