+57.3%
LLY vs CNC
+122.0%
-64.6%
-23.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +12.6% | -12.0% | +0.1% |
| 7D | +10.1% | +13.4% | -3.3% | +9.5% |
| 30D | +24.0% | +18.2% | +5.8% | +23.3% |
| 3M | +27.3% | +18.6% | +8.6% | +26.5% |
| 6M | +47.0% | +41.9% | +5.0% | +46.6% |
| YTD | +32.6% | +84.7% | -52.1% | +33.0% |
| 1Y | +57.3% | +110.5% | -53.1% | +57.4% |
| All | +57.3% | +122.0% | -64.6% | +57.4% |
Cumulative growth
Daily Returns
Daily percentage return beside CNC.
Daily Out/Under-Performance
Portfolio return minus CNC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CNC 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 1y: compounded portfolio wealth divided by compounded CNC 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…
1y analysis · Full analysis span regression · 6 months rolling