+57.3%
LLY vs DE
+49.6%
+7.7%
-23.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +1.6% | -1.0% | +0.4% |
| 7D | +10.1% | +5.6% | +4.5% | +9.3% |
| 30D | +24.0% | -0.8% | +24.9% | +24.0% |
| 3M | +27.3% | +9.8% | +17.4% | +25.6% |
| 6M | +47.0% | +17.5% | +29.4% | +42.1% |
| YTD | +32.6% | +46.5% | -13.9% | +18.6% |
| 1Y | +57.3% | +46.1% | +11.2% | +41.0% |
| All | +57.3% | +49.6% | +7.7% | +41.0% |
Cumulative growth
Daily Returns
Daily percentage return beside DE.
Daily Out/Under-Performance
Portfolio return minus DE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DE 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 1y: compounded portfolio wealth divided by compounded DE 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…
1y analysis · Full analysis span regression · 6 months rolling