+2,080.1%
LLY vs CP
+257.3%
+1,822.8%
-34.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -0.5% | +1.7% | +1.4% |
| 7D | +6.7% | +2.1% | +4.6% | +6.1% |
| 30D | +19.6% | +9.3% | +10.2% | +16.5% |
| 3M | +19.7% | +0.5% | +19.2% | +19.4% |
| 6M | +42.7% | +10.4% | +32.3% | +38.4% |
| YTD | +35.1% | +28.7% | +6.4% | +25.1% |
| 1Y | +42.2% | +33.2% | +9.0% | +30.2% |
| 3Y | +140.8% | +38.4% | +102.4% | +115.2% |
| 5Y | +480.6% | +26.2% | +454.4% | +423.5% |
| All | +2,080.1% | +257.3% | +1,822.8% | +1,314.0% |
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