+2,080.1%
LLY vs EAT
+320.8%
+1,759.3%
-34.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +0.4% | +0.9% | +1.2% |
| 7D | +6.7% | -4.0% | +10.7% | +6.9% |
| 30D | +19.6% | -2.9% | +22.5% | +19.6% |
| 3M | +19.7% | -16.9% | +36.6% | +20.5% |
| 6M | +42.7% | +57.0% | -14.2% | +39.6% |
| YTD | +35.1% | +38.2% | -3.1% | +32.7% |
| 1Y | +42.2% | +69.3% | -27.1% | +38.4% |
| 3Y | +140.8% | +483.0% | -342.2% | +123.4% |
| 5Y | +480.6% | +364.1% | +116.4% | +437.1% |
| All | +2,080.1% | +320.8% | +1,759.3% | +1,698.7% |
Cumulative growth
Daily Returns
Daily percentage return beside EAT.
Daily Out/Under-Performance
Portfolio return minus EAT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EAT 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 EAT 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