+2,043.2%
LLY vs CRL
+386.8%
+1,656.4%
-34.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +7.8% | -8.6% | -2.5% |
| 7D | -4.5% | -6.1% | +1.6% | -3.4% |
| 30D | +13.9% | +12.4% | +1.5% | +10.5% |
| 3M | +13.8% | +27.1% | -13.4% | +7.2% |
| 6M | +37.6% | +85.7% | -48.1% | +18.9% |
| YTD | +26.6% | +69.2% | -42.6% | +10.9% |
| 1Y | +45.3% | +97.5% | -52.2% | +23.0% |
| 3Y | +132.2% | +86.1% | +46.1% | +90.4% |
| 5Y | +434.7% | -10.0% | +444.7% | +412.5% |
| All | +2,043.2% | +386.8% | +1,656.4% | +954.0% |
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