+2,043.2%
LLY vs CNH
+116.5%
+1,926.7%
-34.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CNH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +2.8% | -3.5% | -1.1% |
| 7D | -4.5% | -1.7% | -2.8% | -4.3% |
| 30D | +13.9% | -7.2% | +21.1% | +14.9% |
| 3M | +13.8% | +6.5% | +7.2% | +12.4% |
| 6M | +37.6% | +7.9% | +29.7% | +35.2% |
| YTD | +26.6% | +26.6% | 0.0% | +21.8% |
| 1Y | +45.3% | +13.8% | +31.6% | +41.6% |
| 3Y | +132.2% | +9.2% | +123.0% | +122.8% |
| 5Y | +434.7% | -15.6% | +450.3% | +423.8% |
| All | +2,043.2% | +116.5% | +1,926.7% | +1,765.9% |
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