+2,024.1%
LLY vs CP
+255.2%
+1,768.9%
-34.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -0.3% | +1.7% | +1.5% |
| 7D | +1.6% | +2.8% | -1.2% | +0.8% |
| 30D | +21.5% | +11.0% | +10.4% | +17.8% |
| 3M | +16.4% | +3.8% | +12.6% | +15.0% |
| 6M | +51.5% | +9.5% | +42.0% | +47.2% |
| YTD | +33.9% | +28.2% | +5.7% | +24.1% |
| 1Y | +49.1% | +33.0% | +16.2% | +36.7% |
| 3Y | +144.6% | +35.5% | +109.1% | +119.9% |
| 5Y | +466.3% | +25.8% | +440.5% | +411.1% |
| 10Y | +2,024.1% | +250.7% | +1,773.4% | +1,266.0% |
| All | +2,024.1% | +255.2% | +1,768.9% | +1,266.0% |
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