+17,561.1%
LLY vs EAT
+11,644.8%
+5,916.3%
-68.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +0.6% | -1.5% | -0.9% |
| 7D | -2.1% | 0.0% | -2.2% | -2.2% |
| 30D | -1.6% | +1.9% | -3.5% | -1.9% |
| 3M | +2.3% | +68.7% | -66.4% | -3.4% |
| 6M | +14.9% | +66.9% | -52.0% | +8.2% |
| YTD | +7.5% | +60.4% | -52.9% | +1.4% |
| 1Y | +55.7% | +44.0% | +11.7% | +48.1% |
| 3Y | +110.6% | +604.7% | -494.1% | +66.1% |
| 5Y | +363.4% | +347.0% | +16.4% | +272.8% |
| 10Y | +1,649.0% | +390.8% | +1,258.2% | +1,174.5% |
| All | +17,561.1% | +11,644.8% | +5,916.3% | +6,670.1% |
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