+2,043.2%
LLY vs CP
+253.8%
+1,789.4%
-34.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -1.7% | +0.9% | -0.3% |
| 7D | -4.5% | +2.8% | -7.3% | -5.2% |
| 30D | +13.9% | +10.2% | +3.7% | +10.7% |
| 3M | +13.8% | +2.4% | +11.4% | +12.8% |
| 6M | +37.6% | +7.7% | +29.9% | +34.4% |
| YTD | +26.6% | +26.0% | +0.6% | +17.9% |
| 1Y | +45.3% | +34.6% | +10.7% | +32.7% |
| 3Y | +132.2% | +26.7% | +105.5% | +112.9% |
| 5Y | +434.7% | +24.9% | +409.8% | +383.3% |
| All | +2,043.2% | +253.8% | +1,789.4% | +1,285.0% |
Cumulative growth
Daily Returns
Daily percentage return beside CP.
Daily Out/Under-Performance
Portfolio return minus CP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CP 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 CP 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