+3,560.8%
LLY vs CSGP
+3,334.4%
+226.4%
-68.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CSGP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -2.4% | +1.5% | -0.6% |
| 7D | -2.1% | -4.1% | +1.9% | -1.7% |
| 30D | -1.6% | +2.3% | -3.9% | -1.9% |
| 3M | +2.3% | -8.2% | +10.5% | +3.0% |
| 6M | +14.9% | -35.1% | +50.0% | +20.1% |
| YTD | +7.5% | -54.0% | +61.5% | +16.3% |
| 1Y | +55.7% | -65.3% | +121.0% | +73.6% |
| 3Y | +110.6% | -62.6% | +173.2% | +130.8% |
| 5Y | +363.4% | -64.8% | +428.2% | +405.2% |
| 10Y | +1,649.0% | +45.1% | +1,603.9% | +1,529.4% |
| All | +3,560.8% | +3,334.4% | +226.4% | +2,621.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling