+2,006.3%
LLY vs ECL
+205.6%
+1,800.7%
-34.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ECL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | +2.0% | +2.3% | +3.5% |
| 7D | +0.1% | -0.5% | +0.6% | +0.3% |
| 30D | +19.7% | +8.8% | +10.9% | +16.1% |
| 3M | +19.3% | +7.8% | +11.4% | +16.0% |
| 6M | +49.3% | +21.3% | +28.0% | +38.8% |
| YTD | +32.0% | +17.8% | +14.2% | +24.0% |
| 1Y | +53.7% | +21.1% | +32.6% | +43.0% |
| 3Y | +143.7% | +80.1% | +63.7% | +96.8% |
| 5Y | +463.9% | +40.5% | +423.4% | +390.8% |
| 10Y | +2,006.3% | +197.7% | +1,808.6% | +1,375.9% |
| All | +2,006.3% | +205.6% | +1,800.7% | +1,375.9% |
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