+2,043.2%
LLY vs CPB
-38.3%
+2,081.5%
-34.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CPB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -1.3% | +0.5% | -0.5% |
| 7D | -4.5% | +8.0% | -12.5% | -6.0% |
| 30D | +13.9% | +22.4% | -8.5% | +9.2% |
| 3M | +13.8% | +2.5% | +11.2% | +12.8% |
| 6M | +37.6% | +12.2% | +25.4% | +33.7% |
| YTD | +26.6% | -12.8% | +39.4% | +29.1% |
| 1Y | +45.3% | -19.2% | +64.5% | +50.3% |
| 3Y | +132.2% | -35.6% | +167.8% | +147.0% |
| 5Y | +434.7% | -31.4% | +466.1% | +457.4% |
| All | +2,043.2% | -38.3% | +2,081.5% | +2,136.5% |
Cumulative growth
Daily Returns
Daily percentage return beside CPB.
Daily Out/Under-Performance
Portfolio return minus CPB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CPB 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 10y: compounded portfolio wealth divided by compounded CPB 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…
10y analysis · Full analysis span regression · 6 months rolling