+47.0%
LLY vs CP
+33.1%
+13.9%
-23.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | +2.0% | +2.3% | +3.7% |
| 7D | +0.1% | +2.8% | -2.7% | -0.7% |
| 30D | +19.7% | +11.3% | +8.4% | +16.1% |
| 3M | +19.3% | +2.9% | +16.4% | +18.3% |
| 6M | +49.3% | +9.8% | +39.6% | +45.1% |
| YTD | +32.0% | +28.5% | +3.5% | +23.4% |
| All | +47.0% | +33.1% | +13.9% | +34.9% |
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