+17,174.7%
LLY vs CRH
+6,101.6%
+11,073.1%
-68.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CRH | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -1.4% | +1.4% | +0.2% |
| 7D | -3.1% | -3.6% | +0.5% | -2.6% |
| 30D | -8.6% | -10.8% | +2.2% | -7.2% |
| 3M | -1.6% | -13.5% | +11.8% | +0.2% |
| 6M | +11.8% | -15.4% | +27.3% | +14.1% |
| YTD | +5.1% | -27.6% | +32.7% | +9.5% |
| 1Y | +50.7% | -18.4% | +69.1% | +54.1% |
| 3Y | +95.7% | +72.5% | +23.2% | +78.4% |
| 5Y | +390.2% | +99.2% | +291.0% | +332.6% |
| 10Y | +1,580.3% | +257.0% | +1,323.3% | +1,237.8% |
| All | +17,174.7% | +6,101.6% | +11,073.1% | +11,361.2% |
Cumulative growth
Daily Returns
Daily percentage return beside CRH.
Daily Out/Under-Performance
Portfolio return minus CRH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CRH 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 CRH 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