+110.2%
LLY vs CRL
+38.0%
+72.2%
-34.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -1.7% | +0.8% | -0.5% |
| 7D | -2.1% | -1.0% | -1.1% | -2.0% |
| 30D | -1.6% | +10.7% | -12.3% | -3.7% |
| 3M | +2.3% | +55.3% | -53.0% | -6.6% |
| 6M | +14.9% | +60.7% | -45.8% | +3.6% |
| YTD | +7.5% | +44.6% | -37.2% | -1.2% |
| 1Y | +55.7% | +77.7% | -22.1% | +37.3% |
| All | +110.2% | +38.0% | +72.2% | +89.0% |
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 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