+2,053.0%
LLY vs DE
+768.7%
+1,284.3%
-34.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -1.9% | +1.2% | -0.4% |
| 7D | +4.6% | +2.3% | +2.2% | +4.2% |
| 30D | +22.4% | +4.4% | +17.9% | +21.6% |
| 3M | +17.1% | +9.8% | +7.3% | +15.2% |
| 6M | +44.6% | +15.8% | +28.9% | +40.6% |
| YTD | +33.5% | +47.0% | -13.5% | +24.6% |
| 1Y | +41.1% | +42.8% | -1.7% | +32.3% |
| 3Y | +143.8% | +88.9% | +54.8% | +115.3% |
| 5Y | +473.4% | +101.9% | +371.5% | +391.0% |
| All | +2,053.0% | +768.7% | +1,284.3% | +1,762.4% |
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