+3,365.1%
LLY vs CNH
+28.6%
+3,336.4%
-34.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CNH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.8% | -3.9% | +0.2% | -3.3% |
| 7D | -0.7% | -0.4% | -0.3% | -0.6% |
| 30D | +17.9% | -15.2% | +33.1% | +20.2% |
| 3M | +16.8% | +4.3% | +12.6% | +15.7% |
| 6M | +38.4% | +10.1% | +28.4% | +35.6% |
| YTD | +27.6% | +23.2% | +4.4% | +23.1% |
| 1Y | +48.3% | +8.5% | +39.9% | +45.3% |
| 3Y | +145.4% | +4.1% | +141.3% | +137.0% |
| 5Y | +438.9% | -17.8% | +456.8% | +429.4% |
| 10Y | +2,101.6% | +113.3% | +1,988.3% | +1,667.6% |
| All | +3,365.1% | +28.6% | +3,336.4% | +2,866.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling