+2,006.3%
LLY vs COR
+534.3%
+1,472.0%
-34.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | COR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | +3.7% | +0.6% | +3.1% |
| 7D | +0.1% | +2.3% | -2.3% | -0.7% |
| 30D | +19.7% | +6.8% | +13.0% | +17.3% |
| 3M | +19.3% | +8.1% | +11.1% | +16.1% |
| 6M | +49.3% | +33.0% | +16.3% | +36.0% |
| YTD | +32.0% | +3.0% | +29.0% | +28.4% |
| 1Y | +53.7% | -3.4% | +57.1% | +53.0% |
| 3Y | +143.7% | +80.1% | +63.6% | +91.4% |
| 5Y | +463.9% | +194.7% | +269.2% | +266.6% |
| 10Y | +2,006.3% | +512.3% | +1,494.1% | +956.4% |
| All | +2,006.3% | +534.3% | +1,472.0% | +956.4% |
Cumulative growth
Daily Returns
Daily percentage return beside COR.
Daily Out/Under-Performance
Portfolio return minus COR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × COR 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 COR 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