+2,024.1%
LLY vs ECL
+196.4%
+1,827.7%
-34.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ECL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -0.2% | +1.7% | +1.5% |
| 7D | +1.6% | +0.4% | +1.2% | +1.5% |
| 30D | +21.5% | +8.6% | +12.9% | +17.9% |
| 3M | +16.4% | +7.9% | +8.5% | +13.2% |
| 6M | +51.5% | +21.0% | +30.5% | +40.9% |
| YTD | +33.9% | +17.5% | +16.4% | +25.9% |
| 1Y | +49.1% | +19.7% | +29.5% | +39.3% |
| 3Y | +144.6% | +77.4% | +67.2% | +98.5% |
| 5Y | +466.3% | +38.7% | +427.6% | +395.3% |
| 10Y | +2,024.1% | +193.5% | +1,830.6% | +1,387.0% |
| All | +2,024.1% | +196.4% | +1,827.7% | +1,387.0% |
Cumulative growth
Daily Returns
Daily percentage return beside ECL.
Daily Out/Under-Performance
Portfolio return minus ECL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ECL 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 ECL 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