+361.5%
LLY vs CRWD
+210.9%
+150.6%
-34.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CRWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -1.4% | -0.8% | -2.1% |
| 7D | -3.1% | -2.3% | -0.8% | -2.9% |
| 30D | -5.1% | -2.1% | -3.0% | -5.2% |
| 3M | -2.1% | +27.5% | -29.6% | -5.1% |
| 6M | +13.8% | +95.8% | -82.0% | +4.4% |
| YTD | +5.1% | +79.2% | -74.1% | -2.8% |
| 1Y | +53.1% | +96.3% | -43.1% | +39.6% |
| 3Y | +95.6% | +399.8% | -304.1% | +60.7% |
| 5Y | +361.5% | +216.7% | +144.8% | +291.1% |
| All | +361.5% | +210.9% | +150.6% | +291.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling