+140.8%
LLY vs CRL
+97.9%
+42.9%
-34.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -0.8% | +2.1% | +1.4% |
| 7D | +6.7% | +0.1% | +6.6% | +6.7% |
| 30D | +19.6% | +11.9% | +7.7% | +16.3% |
| 3M | +19.7% | +20.2% | -0.4% | +14.5% |
| 6M | +42.7% | +107.5% | -64.8% | +21.9% |
| YTD | +35.1% | +69.4% | -34.3% | +19.4% |
| 1Y | +42.2% | +99.7% | -57.5% | +21.8% |
| 3Y | +140.8% | +98.8% | +42.0% | +123.8% |
| All | +140.8% | +97.9% | +42.9% | +123.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling