+1,612.0%
LLY vs CP
+220.9%
+1,391.1%
-34.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +0.3% | -1.2% | -1.0% |
| 7D | -2.1% | -2.7% | +0.5% | -1.4% |
| 30D | -1.6% | +0.2% | -1.8% | -1.8% |
| 3M | +2.3% | +2.6% | -0.3% | +1.4% |
| 6M | +14.9% | +6.0% | +8.9% | +12.7% |
| YTD | +7.5% | +24.9% | -17.5% | +0.4% |
| 1Y | +55.7% | +20.1% | +35.6% | +46.8% |
| 3Y | +110.6% | +16.4% | +94.2% | +97.9% |
| 5Y | +363.4% | +31.7% | +331.7% | +311.8% |
| All | +1,612.0% | +220.9% | +1,391.1% | +998.6% |
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