+4.5%
LLY vs EA
+0.2%
+4.2%
-5.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.9% | 0.0% | +3.9% | N/A |
| 7D | +4.5% | +0.4% | +4.1% | N/A |
| All | +4.5% | +0.2% | +4.2% | N/A |
Cumulative growth
Daily Returns
Daily percentage return beside EA.
Daily Out/Under-Performance
Portfolio return minus EA return. Positive bars indicate outperformance.
Daily Alpha
Beta-adjusted return needs at least 20 comparable returns and benchmark movement within each trailing regression window.
Cumulative Out/Under-Performance
Relative wealth over 1y: compounded portfolio wealth divided by compounded EA wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Cumulative alpha will appear once a trailing regression window supports a beta estimate.
Updating return analytics…
1y analysis · Full analysis span regression · Available span rolling