+483.3%
LLY vs ECL
+38.6%
+444.7%
-34.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ECL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +1.6% | -0.3% | +0.7% |
| 7D | +6.7% | +2.9% | +3.9% | +5.7% |
| 30D | +19.6% | +7.5% | +12.1% | +16.7% |
| 3M | +19.7% | +12.2% | +7.5% | +15.0% |
| 6M | +42.7% | +24.6% | +18.2% | +32.1% |
| YTD | +35.1% | +18.8% | +16.4% | +27.2% |
| 1Y | +42.2% | +19.3% | +22.8% | +33.6% |
| 3Y | +140.8% | +78.2% | +62.6% | +103.1% |
| All | +483.3% | +38.6% | +444.7% | +428.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling