+2,043.2%
LLY vs CSGP
+63.3%
+1,979.9%
-34.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CSGP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -4.7% | +3.9% | 0.0% |
| 7D | -4.5% | +1.3% | -5.7% | -4.7% |
| 30D | +13.9% | +10.7% | +3.2% | +11.4% |
| 3M | +13.8% | +3.3% | +10.5% | +12.5% |
| 6M | +37.6% | -10.3% | +47.9% | +38.9% |
| YTD | +26.6% | -54.6% | +81.2% | +43.2% |
| 1Y | +45.3% | -54.6% | +100.0% | +64.2% |
| 3Y | +132.2% | -60.3% | +192.6% | +164.1% |
| 5Y | +434.7% | -63.3% | +498.0% | +506.2% |
| All | +2,043.2% | +63.3% | +1,979.9% | +1,868.6% |
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 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