+20,705.6%
LLY vs EAT
+10,438.3%
+10,267.4%
-68.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -2.9% | +2.1% | -0.5% |
| 7D | -4.5% | -2.6% | -1.8% | -4.2% |
| 30D | +13.9% | +11.5% | +2.4% | +12.5% |
| 3M | +13.8% | -9.1% | +22.9% | +14.5% |
| 6M | +37.6% | +40.4% | -2.8% | +31.9% |
| YTD | +26.6% | +43.9% | -17.3% | +20.5% |
| 1Y | +45.3% | +101.9% | -56.6% | +33.4% |
| 3Y | +132.2% | +489.9% | -357.6% | +86.5% |
| 5Y | +434.7% | +362.6% | +72.0% | +328.0% |
| 10Y | +2,084.3% | +385.7% | +1,698.6% | +1,483.6% |
| All | +20,705.6% | +10,438.3% | +10,267.4% | +7,945.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling