+483.3%
LLY vs CPB
-33.2%
+516.5%
-34.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CPB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +3.2% | -1.9% | +0.7% |
| 7D | +6.7% | -1.6% | +8.3% | +7.0% |
| 30D | +19.6% | +19.2% | +0.4% | +15.8% |
| 3M | +19.7% | -0.9% | +20.7% | +19.5% |
| 6M | +42.7% | +15.2% | +27.5% | +38.6% |
| YTD | +35.1% | -13.1% | +48.2% | +37.3% |
| 1Y | +42.2% | -22.4% | +64.6% | +46.9% |
| 3Y | +140.8% | -35.3% | +176.1% | +149.9% |
| All | +483.3% | -33.2% | +516.5% | +498.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling