+57.3%
LLY vs CNH
+15.2%
+42.1%
-23.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CNH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -0.2% | +0.8% | +0.6% |
| 7D | +10.1% | +6.5% | +3.6% | +9.3% |
| 30D | +24.0% | -12.0% | +36.0% | +25.6% |
| 3M | +27.3% | +4.4% | +22.9% | +25.6% |
| 6M | +47.0% | +15.7% | +31.3% | +41.0% |
| YTD | +32.6% | +28.2% | +4.4% | +26.3% |
| 1Y | +57.3% | +14.8% | +42.6% | +54.6% |
| All | +57.3% | +15.2% | +42.1% | +54.6% |
Cumulative growth
Daily Returns
Daily percentage return beside CNH.
Daily Out/Under-Performance
Portfolio return minus CNH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CNH 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 1y: compounded portfolio wealth divided by compounded CNH 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…
1y analysis · Full analysis span regression · 6 months rolling