+3,429.0%
LLY vs CNC
+5,893.3%
-2,464.3%
-59.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +1.4% | -0.2% | +1.1% |
| 7D | +6.7% | +2.2% | +4.5% | +6.4% |
| 30D | +19.6% | +1.6% | +18.0% | +19.2% |
| 3M | +19.7% | +7.9% | +11.8% | +18.2% |
| 6M | +42.7% | +21.2% | +21.5% | +38.4% |
| YTD | +35.1% | +73.2% | -38.1% | +23.6% |
| 1Y | +42.2% | +97.5% | -55.3% | +27.6% |
| 3Y | +140.8% | -1.2% | +142.0% | +130.0% |
| 5Y | +480.6% | -6.1% | +486.6% | +454.9% |
| 10Y | +2,061.9% | +181.3% | +1,880.6% | +1,644.1% |
| All | +3,429.0% | +5,893.3% | -2,464.3% | +1,960.0% |
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