+1,244.4%
LLY vs CTVA
+197.7%
+1,046.6%
-34.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CTVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.2% | +0.6% | +0.4% |
| 7D | +1.4% | -1.0% | +2.3% | +1.6% |
| 30D | +21.5% | -8.7% | +30.3% | +23.6% |
| 3M | +18.5% | +6.4% | +12.1% | +16.6% |
| 6M | +49.1% | -1.9% | +51.0% | +48.7% |
| YTD | +34.4% | +21.5% | +12.9% | +28.4% |
| 1Y | +46.3% | +24.3% | +22.0% | +39.1% |
| 3Y | +145.5% | +91.8% | +53.6% | +108.1% |
| 5Y | +472.7% | +78.4% | +394.3% | +385.9% |
| All | +1,244.4% | +197.7% | +1,046.6% | +838.0% |
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