+57.3%
LLY vs CRL
+85.3%
-28.0%
-23.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -7.3% | +7.9% | +2.2% |
| 7D | +10.1% | -12.8% | +22.8% | +13.3% |
| 30D | +24.0% | +5.0% | +19.1% | +21.7% |
| 3M | +27.3% | +39.4% | -12.1% | +15.7% |
| 6M | +47.0% | +89.4% | -42.4% | +23.3% |
| YTD | +32.6% | +63.6% | -31.0% | +17.5% |
| 1Y | +57.3% | +83.5% | -26.1% | +37.4% |
| All | +57.3% | +85.3% | -28.0% | +37.4% |
Cumulative growth
Daily Returns
Daily percentage return beside CRL.
Daily Out/Under-Performance
Portfolio return minus CRL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CRL 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 CRL 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