+17,561.1%
LLY vs CP
+7,669.4%
+9,891.7%
-68.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +0.3% | -1.2% | -1.0% |
| 7D | -2.1% | -2.7% | +0.5% | -1.5% |
| 30D | -1.6% | +0.2% | -1.8% | -1.7% |
| 3M | +2.3% | +2.6% | -0.3% | +1.6% |
| 6M | +14.9% | +6.0% | +8.9% | +13.0% |
| YTD | +7.5% | +24.9% | -17.5% | +1.4% |
| 1Y | +55.7% | +20.1% | +35.6% | +48.1% |
| 3Y | +110.6% | +16.4% | +94.2% | +99.9% |
| 5Y | +363.4% | +31.7% | +331.7% | +321.6% |
| 10Y | +1,649.0% | +223.9% | +1,425.1% | +1,141.5% |
| All | +17,561.1% | +7,669.4% | +9,891.7% | +5,376.3% |
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