+1,250.2%
LLY vs CTVA
+131.3%
+1,118.9%
-34.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CTVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +2.6% | -1.5% | +0.7% |
| 7D | +6.6% | -20.8% | +27.4% | +10.4% |
| 30D | +19.4% | -29.6% | +49.0% | +26.3% |
| 3M | +19.6% | -16.9% | +36.5% | +22.1% |
| 6M | +42.6% | -24.3% | +66.8% | +47.9% |
| YTD | +35.0% | -5.6% | +40.6% | +34.0% |
| 1Y | +42.0% | -4.2% | +46.2% | +40.5% |
| 3Y | +140.5% | +43.3% | +97.2% | +113.9% |
| 5Y | +479.9% | +35.7% | +444.2% | +413.9% |
| All | +1,250.2% | +131.3% | +1,118.9% | +878.9% |
Cumulative growth
Daily Returns
Daily percentage return beside CTVA.
Daily Out/Under-Performance
Portfolio return minus CTVA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CTVA 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 CTVA 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