+2,006.3%
LLY vs CRL
+400.8%
+1,605.5%
-34.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | +4.7% | -0.4% | +3.3% |
| 7D | +0.1% | +4.4% | -4.3% | -1.0% |
| 30D | +19.7% | +17.1% | +2.6% | +15.2% |
| 3M | +19.3% | +32.1% | -12.8% | +11.5% |
| 6M | +49.3% | +98.9% | -49.6% | +27.2% |
| YTD | +32.0% | +77.1% | -45.1% | +14.6% |
| 1Y | +53.7% | +110.3% | -56.5% | +28.5% |
| 3Y | +143.7% | +108.5% | +35.3% | +95.3% |
| 5Y | +463.9% | -7.9% | +471.7% | +438.7% |
| 10Y | +2,006.3% | +368.9% | +1,637.4% | +1,034.3% |
| All | +2,006.3% | +400.8% | +1,605.5% | +1,034.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling