+443.8%
LLY vs CNH
-14.7%
+458.5%
-34.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CNH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +2.8% | -3.5% | -1.0% |
| 7D | -4.5% | -1.7% | -2.8% | -4.4% |
| 30D | +13.9% | -7.2% | +21.1% | +14.3% |
| 3M | +13.8% | +6.5% | +7.2% | +13.1% |
| 6M | +37.6% | +7.9% | +29.7% | +36.4% |
| YTD | +26.6% | +26.6% | 0.0% | +24.7% |
| 1Y | +45.3% | +13.8% | +31.6% | +43.7% |
| 3Y | +132.2% | +9.2% | +123.0% | +128.3% |
| All | +443.8% | -14.7% | +458.5% | +445.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling