+57.3%
LLY vs CRBG
+20.9%
+36.4%
-23.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CRBG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +1.4% | -0.8% | +0.4% |
| 7D | +10.1% | +2.6% | +7.5% | +9.6% |
| 30D | +24.0% | +4.0% | +20.0% | +23.3% |
| 3M | +27.3% | +15.5% | +11.8% | +24.5% |
| 6M | +47.0% | +36.0% | +11.0% | +40.5% |
| YTD | +32.6% | +23.3% | +9.3% | +29.0% |
| 1Y | +57.3% | +19.9% | +37.4% | +55.3% |
| All | +57.3% | +20.9% | +36.4% | +55.3% |
Cumulative growth
Daily Returns
Daily percentage return beside CRBG.
Daily Out/Under-Performance
Portfolio return minus CRBG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CRBG 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 1y: compounded portfolio wealth divided by compounded CRBG 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…
1y analysis · Full analysis span regression · 6 months rolling