+1,562.5%
LLY vs CNC
+92.8%
+1,469.7%
-34.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.8% | +0.8% | +0.2% |
| 7D | -3.1% | -4.9% | +1.8% | -2.3% |
| 30D | -8.6% | -3.8% | -4.8% | -8.1% |
| 3M | -1.6% | -3.2% | +1.6% | -1.4% |
| 6M | +11.8% | +47.9% | -36.0% | +4.1% |
| YTD | +5.1% | +55.7% | -50.6% | -3.4% |
| 1Y | +50.7% | +106.2% | -55.5% | +30.9% |
| 3Y | +95.7% | -2.1% | +97.7% | +86.3% |
| 5Y | +390.2% | +3.4% | +386.8% | +355.3% |
| All | +1,562.5% | +92.8% | +1,469.7% | +1,344.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling