+2,068.1%
LLY vs DE
+785.3%
+1,282.8%
-34.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +0.6% | -0.2% | +0.3% |
| 7D | +1.4% | +2.3% | -0.9% | +1.0% |
| 30D | +21.5% | +9.3% | +12.2% | +19.9% |
| 3M | +18.5% | +12.2% | +6.3% | +16.1% |
| 6M | +49.1% | +18.1% | +31.0% | +44.5% |
| YTD | +34.4% | +49.8% | -15.4% | +25.1% |
| 1Y | +46.3% | +46.4% | -0.1% | +36.7% |
| 3Y | +145.5% | +92.5% | +52.9% | +116.2% |
| 5Y | +472.7% | +107.4% | +365.3% | +388.2% |
| All | +2,068.1% | +785.3% | +1,282.8% | +1,769.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling