+2,060.2%
LLY vs CSGP
+71.3%
+1,988.9%
-34.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CSGP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.8% | -1.6% | -2.1% | -3.5% |
| 7D | -0.7% | +13.9% | -14.5% | -3.0% |
| 30D | +17.9% | +16.0% | +1.9% | +14.4% |
| 3M | +16.8% | +6.1% | +10.7% | +14.9% |
| 6M | +38.4% | -8.2% | +46.6% | +39.1% |
| YTD | +27.6% | -52.3% | +79.9% | +43.1% |
| 1Y | +48.3% | -54.5% | +102.8% | +67.6% |
| 3Y | +145.4% | -58.6% | +203.9% | +177.0% |
| 5Y | +438.9% | -61.5% | +500.4% | +505.9% |
| All | +2,060.2% | +71.3% | +1,988.9% | +1,867.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling