+2,024.1%
LLY vs CNH
+107.8%
+1,916.3%
-34.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CNH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -4.4% | +5.8% | +2.0% |
| 7D | +1.6% | +4.5% | -2.9% | +1.0% |
| 30D | +21.5% | +7.6% | +13.8% | +20.3% |
| 3M | +16.4% | +17.0% | -0.6% | +13.7% |
| 6M | +51.5% | +12.9% | +38.5% | +48.0% |
| YTD | +33.9% | +34.3% | -0.3% | +27.9% |
| 1Y | +49.1% | +28.5% | +20.6% | +43.1% |
| 3Y | +144.6% | +31.9% | +112.8% | +128.8% |
| 5Y | +466.3% | -9.6% | +475.9% | +449.8% |
| 10Y | +2,024.1% | +106.3% | +1,917.9% | +1,872.1% |
| All | +2,024.1% | +107.8% | +1,916.3% | +1,872.1% |
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