+2,053.0%
LLY vs CNH
+107.0%
+1,945.9%
-34.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CNH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -4.2% | +3.5% | -0.2% |
| 7D | +4.6% | +6.4% | -1.8% | +3.7% |
| 30D | +22.4% | -1.6% | +24.0% | +22.5% |
| 3M | +17.1% | +11.6% | +5.6% | +15.0% |
| 6M | +44.6% | +12.5% | +32.1% | +41.4% |
| YTD | +33.5% | +31.1% | +2.4% | +27.8% |
| 1Y | +41.1% | +17.0% | +24.1% | +37.0% |
| 3Y | +143.8% | +28.7% | +115.0% | +128.7% |
| 5Y | +473.4% | -17.4% | +490.8% | +465.1% |
| All | +2,053.0% | +107.0% | +1,945.9% | +1,956.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling