+472.7%
LLY vs CSGP
-63.2%
+535.9%
-34.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CSGP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.2% | +0.5% | +0.4% |
| 7D | +1.4% | -7.1% | +8.5% | +2.5% |
| 30D | +21.5% | +3.6% | +17.9% | +20.6% |
| 3M | +18.5% | -2.7% | +21.2% | +18.4% |
| 6M | +49.1% | -8.0% | +57.2% | +49.7% |
| YTD | +34.4% | -55.0% | +89.4% | +48.7% |
| 1Y | +46.3% | -55.8% | +102.1% | +62.2% |
| 3Y | +145.5% | -62.0% | +207.5% | +174.3% |
| 5Y | +472.7% | -62.9% | +535.6% | +527.1% |
| All | +472.7% | -63.2% | +535.9% | +527.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling