+20,870.5%
LLY vs CMS
+475.9%
+20,394.6%
-68.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CMS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.8% | -0.4% | -3.3% | -3.7% |
| 7D | -0.7% | +1.7% | -2.3% | -1.1% |
| 30D | +17.9% | +8.6% | +9.3% | +15.6% |
| 3M | +16.8% | -0.5% | +17.3% | +16.9% |
| 6M | +38.4% | -4.2% | +42.6% | +39.8% |
| YTD | +27.6% | +3.4% | +24.2% | +26.3% |
| 1Y | +48.3% | +0.4% | +47.9% | +47.9% |
| 3Y | +145.4% | +38.2% | +107.1% | +124.5% |
| 5Y | +438.9% | +35.4% | +403.5% | +392.8% |
| 10Y | +2,101.6% | +131.7% | +1,969.9% | +1,668.9% |
| All | +20,870.5% | +475.9% | +20,394.6% | +12,488.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling