+372.0%
LLY vs CNH
+11.5%
+360.6%
-34.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CNH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +4.0% | -4.9% | -1.1% |
| 7D | -2.1% | +23.3% | -25.4% | -3.4% |
| 30D | -1.6% | +33.5% | -35.1% | -3.4% |
| 3M | +2.3% | +32.7% | -30.4% | +0.3% |
| 6M | +14.9% | +22.2% | -7.3% | +13.0% |
| YTD | +7.5% | +57.7% | -50.2% | +4.5% |
| 1Y | +55.7% | +28.0% | +27.7% | +52.6% |
| 3Y | +110.6% | +11.5% | +99.1% | +107.8% |
| All | +372.0% | +11.5% | +360.6% | +359.8% |
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