+2,080.1%
LLY vs CNH
+106.0%
+1,974.1%
-34.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CNH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -0.5% | +1.8% | +1.3% |
| 7D | +6.7% | +3.0% | +3.7% | +6.3% |
| 30D | +19.6% | -0.6% | +20.2% | +19.6% |
| 3M | +19.7% | +14.6% | +5.1% | +17.2% |
| 6M | +42.7% | +11.8% | +31.0% | +39.6% |
| YTD | +35.1% | +30.4% | +4.7% | +29.5% |
| 1Y | +42.2% | +19.1% | +23.1% | +37.7% |
| 3Y | +140.8% | +30.2% | +110.6% | +125.5% |
| 5Y | +480.6% | -17.8% | +498.4% | +472.6% |
| All | +2,080.1% | +106.0% | +1,974.1% | +1,983.5% |
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