+95.6%
LLY vs DE
+72.4%
+23.2%
-34.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -1.8% | -0.4% | -2.1% |
| 7D | -3.1% | +0.7% | -3.8% | -3.2% |
| 30D | -5.1% | +9.6% | -14.7% | -5.6% |
| 3M | -2.1% | +19.0% | -21.0% | -3.4% |
| 6M | +13.8% | +16.1% | -2.2% | +12.4% |
| YTD | +5.1% | +47.0% | -41.9% | +2.5% |
| 1Y | +53.1% | +43.1% | +10.0% | +49.6% |
| 3Y | +95.6% | +77.5% | +18.1% | +93.9% |
| All | +95.6% | +72.4% | +23.2% | +93.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling