+2,080.1%
LLY vs CNC
+177.3%
+1,902.8%
-34.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +1.4% | -0.2% | +1.0% |
| 7D | +6.7% | +2.2% | +4.5% | +6.3% |
| 30D | +19.6% | +1.6% | +18.0% | +19.1% |
| 3M | +19.7% | +7.9% | +11.8% | +17.9% |
| 6M | +42.7% | +21.2% | +21.5% | +37.5% |
| YTD | +35.1% | +73.2% | -38.1% | +21.0% |
| 1Y | +42.2% | +97.5% | -55.3% | +24.2% |
| 3Y | +140.8% | -1.2% | +142.0% | +129.9% |
| 5Y | +480.6% | -6.1% | +486.6% | +454.1% |
| All | +2,080.1% | +177.3% | +1,902.8% | +1,531.4% |
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 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