+2,706.5%
LLY vs CNC
+5,537.6%
-2,831.1%
-59.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -1.4% | +0.6% | -0.7% |
| 7D | -2.1% | +3.5% | -5.7% | -2.6% |
| 30D | -1.6% | +0.1% | -1.7% | -1.7% |
| 3M | +2.3% | +6.9% | -4.6% | +1.1% |
| 6M | +14.9% | +49.0% | -34.1% | +7.8% |
| YTD | +7.5% | +62.9% | -55.5% | -0.7% |
| 1Y | +55.7% | +134.0% | -78.3% | +35.7% |
| 3Y | +110.6% | +9.4% | +101.2% | +98.0% |
| 5Y | +363.4% | +4.1% | +359.3% | +336.0% |
| 10Y | +1,649.0% | +95.4% | +1,553.6% | +1,371.4% |
| All | +2,706.5% | +5,537.6% | -2,831.1% | +1,554.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling