+46.3%
LLY vs CP
+32.8%
+13.5%
-23.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | 0.0% | +0.4% | +0.4% |
| 7D | +1.4% | -0.7% | +2.0% | +1.6% |
| 30D | +21.5% | +9.6% | +11.9% | +18.4% |
| 3M | +18.5% | +2.2% | +16.2% | +17.7% |
| 6M | +49.1% | +11.1% | +38.0% | +44.3% |
| YTD | +34.4% | +28.2% | +6.2% | +25.7% |
| 1Y | +46.3% | +32.2% | +14.1% | +34.8% |
| All | +46.3% | +32.8% | +13.5% | +34.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling