+143.7%
LLY vs CRWD
+372.7%
-228.9%
-34.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CRWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | +5.4% | -1.1% | +3.8% |
| 7D | +0.1% | -5.5% | +5.5% | +0.5% |
| 30D | +19.7% | -16.9% | +36.6% | +21.6% |
| 3M | +19.3% | +6.6% | +12.6% | +17.5% |
| 6M | +49.3% | +73.2% | -23.9% | +36.7% |
| YTD | +32.0% | +95.1% | -63.0% | +18.2% |
| 1Y | +53.7% | +69.4% | -15.7% | +40.9% |
| 3Y | +143.7% | +379.3% | -235.6% | +86.2% |
| All | +143.7% | +372.7% | -228.9% | +86.2% |
Cumulative growth
Daily Returns
Daily percentage return beside CRWD.
Daily Out/Under-Performance
Portfolio return minus CRWD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CRWD 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 CRWD 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