+2,006.3%
LLY vs CNH
+134.0%
+1,872.4%
-34.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CNH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | +10.9% | -6.6% | +2.9% |
| 7D | +0.1% | +8.6% | -8.5% | -1.0% |
| 30D | +19.7% | +12.6% | +7.2% | +17.9% |
| 3M | +19.3% | +17.5% | +1.7% | +16.4% |
| 6M | +49.3% | +18.1% | +31.2% | +45.1% |
| YTD | +32.0% | +40.4% | -8.4% | +25.4% |
| 1Y | +53.7% | +34.0% | +19.7% | +46.8% |
| 3Y | +143.7% | +35.3% | +108.5% | +127.4% |
| 5Y | +463.9% | -5.1% | +469.0% | +444.2% |
| 10Y | +2,006.3% | +124.0% | +1,882.3% | +1,845.4% |
| All | +2,006.3% | +134.0% | +1,872.4% | +1,845.4% |
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