+57.3%
LLY vs CSGP
-53.2%
+110.6%
-23.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CSGP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +4.0% | -3.4% | +0.1% |
| 7D | +10.1% | +18.3% | -8.2% | +7.8% |
| 30D | +24.0% | +17.8% | +6.3% | +21.6% |
| 3M | +27.3% | +9.3% | +18.0% | +26.0% |
| 6M | +47.0% | -7.9% | +54.9% | +46.2% |
| YTD | +32.6% | -51.5% | +84.1% | +34.2% |
| 1Y | +57.3% | -53.3% | +110.7% | +60.6% |
| All | +57.3% | -53.2% | +110.6% | +60.6% |
Cumulative growth
Daily Returns
Daily percentage return beside CSGP.
Daily Out/Under-Performance
Portfolio return minus CSGP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CSGP 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 1y: compounded portfolio wealth divided by compounded CSGP 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…
1y analysis · Full analysis span regression · 6 months rolling