+472.7%
LLY vs CNC
-6.0%
+478.6%
-34.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +0.4% | -0.1% | +0.3% |
| 7D | +1.4% | -7.3% | +8.6% | +2.0% |
| 30D | +21.5% | +5.2% | +16.4% | +20.9% |
| 3M | +18.5% | +8.6% | +9.8% | +17.5% |
| 6M | +49.1% | +25.1% | +24.1% | +46.0% |
| YTD | +34.4% | +71.3% | -36.9% | +27.4% |
| 1Y | +46.3% | +99.3% | -53.0% | +36.6% |
| 3Y | +145.5% | -1.9% | +147.4% | +143.7% |
| 5Y | +472.7% | -6.4% | +479.1% | +480.4% |
| All | +472.7% | -6.0% | +478.6% | +480.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling