+20,870.5%
LLY vs CP
+7,870.0%
+13,000.5%
-68.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.8% | -0.7% | -3.1% | -3.6% |
| 7D | -0.7% | +6.1% | -6.8% | -2.1% |
| 30D | +17.9% | +9.8% | +8.2% | +15.2% |
| 3M | +16.8% | +2.7% | +14.1% | +15.9% |
| 6M | +38.4% | +12.8% | +25.7% | +34.1% |
| YTD | +27.6% | +28.2% | -0.6% | +19.5% |
| 1Y | +48.3% | +34.1% | +14.2% | +37.3% |
| 3Y | +145.4% | +28.9% | +116.5% | +127.2% |
| 5Y | +438.9% | +27.1% | +411.8% | +394.5% |
| 10Y | +2,101.6% | +264.8% | +1,836.8% | +1,419.1% |
| All | +20,870.5% | +7,870.0% | +13,000.5% | +6,357.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling