+2,049.9%
LLY vs CNH
+113.9%
+1,936.1%
-34.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CNH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +1.9% | -1.5% | +0.1% |
| 7D | +1.4% | +6.7% | -5.3% | +0.5% |
| 30D | +21.5% | +7.2% | +14.3% | +20.4% |
| 3M | +18.5% | +17.5% | +1.0% | +15.6% |
| 6M | +49.1% | +15.0% | +34.1% | +45.4% |
| YTD | +34.4% | +36.8% | -2.4% | +28.1% |
| 1Y | +46.3% | +27.6% | +18.7% | +40.5% |
| 3Y | +145.5% | +34.3% | +111.1% | +129.1% |
| 5Y | +472.7% | -12.2% | +484.9% | +459.7% |
| 10Y | +2,049.9% | +113.9% | +1,936.1% | +1,929.0% |
| All | +2,049.9% | +113.9% | +1,936.1% | +1,929.0% |
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