+483.3%
LLY vs COR
+203.9%
+279.5%
-34.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | COR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +3.0% | -1.7% | +0.5% |
| 7D | +6.7% | +7.8% | -1.1% | +4.7% |
| 30D | +19.6% | +7.0% | +12.6% | +17.5% |
| 3M | +19.7% | +16.3% | +3.5% | +15.3% |
| 6M | +42.7% | +41.3% | +1.4% | +31.1% |
| YTD | +35.1% | +7.1% | +28.0% | +30.9% |
| 1Y | +42.2% | -0.8% | +43.0% | +41.6% |
| 3Y | +140.8% | +85.0% | +55.8% | +87.7% |
| All | +483.3% | +203.9% | +279.5% | +263.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling