+443.8%
LLY vs CP
+24.4%
+419.5%
-34.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -1.7% | +0.9% | -0.4% |
| 7D | -4.5% | +2.8% | -7.3% | -5.2% |
| 30D | +13.9% | +10.2% | +3.7% | +11.1% |
| 3M | +13.8% | +2.4% | +11.4% | +12.9% |
| 6M | +37.6% | +7.7% | +29.9% | +34.8% |
| YTD | +26.6% | +26.0% | +0.6% | +19.0% |
| 1Y | +45.3% | +34.6% | +10.7% | +34.3% |
| 3Y | +132.2% | +26.7% | +105.5% | +115.4% |
| All | +443.8% | +24.4% | +419.5% | +384.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling