+2,043.2%
LLY vs CPB
-37.5%
+2,080.7%
-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% | +3.8% | +9.9% | +12.5% |
| 6M | +37.6% | +13.7% | +24.0% | +33.4% |
| YTD | +26.6% | -11.7% | +38.3% | +28.8% |
| 1Y | +45.3% | -18.1% | +63.5% | +49.9% |
| 3Y | +132.2% | -34.7% | +167.0% | +146.4% |
| 5Y | +434.7% | -30.6% | +465.2% | +456.0% |
| All | +2,043.2% | -37.5% | +2,080.7% | +2,130.9% |
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