+17,561.1%
LLY vs DE
+14,847.5%
+2,713.6%
-68.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.1% | -0.8% | -0.9% |
| 7D | -2.1% | +10.0% | -12.2% | -4.0% |
| 30D | -1.6% | +13.3% | -14.9% | -4.1% |
| 3M | +2.3% | +17.5% | -15.2% | -1.3% |
| 6M | +14.9% | +13.6% | +1.3% | +11.5% |
| YTD | +7.5% | +49.8% | -42.3% | -1.4% |
| 1Y | +55.7% | +47.9% | +7.8% | +43.1% |
| 3Y | +110.6% | +72.5% | +38.1% | +85.0% |
| 5Y | +363.4% | +90.2% | +273.2% | +291.3% |
| 10Y | +1,649.0% | +865.4% | +783.6% | +921.7% |
| All | +17,561.1% | +14,847.5% | +2,713.6% | +5,447.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling