+272.7%
LLY vs CRBG
+117.3%
+155.4%
-34.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CRBG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +1.4% | -2.1% | -0.9% |
| 7D | -2.9% | +0.6% | -3.5% | -3.0% |
| 30D | -8.4% | +2.6% | -11.1% | -8.8% |
| 3M | -3.8% | +24.0% | -27.8% | -6.8% |
| 6M | +11.9% | +50.5% | -38.6% | +5.3% |
| YTD | +4.3% | +17.1% | -12.8% | +1.5% |
| 1Y | +48.5% | +5.9% | +42.6% | +46.2% |
| 3Y | +91.2% | +122.7% | -31.5% | +75.6% |
| All | +272.7% | +117.3% | +155.4% | +243.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling