+49.8%
LLY vs DE
+44.9%
+4.8%
-23.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +0.1% | -0.2% | -0.1% |
| 7D | -3.2% | -2.4% | -0.8% | -2.9% |
| 30D | -7.4% | +9.7% | -17.1% | -8.2% |
| 3M | -1.0% | +21.4% | -22.4% | -4.4% |
| 6M | +12.5% | +15.0% | -2.5% | +9.8% |
| YTD | +5.0% | +46.4% | -41.4% | -1.7% |
| 1Y | +49.8% | +45.6% | +4.1% | +39.5% |
| All | +49.8% | +44.9% | +4.8% | +39.5% |
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