+57.3%
LLY vs ED
+27.1%
+30.2%
-23.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ED | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +3.0% | -2.4% | -0.5% |
| 7D | +10.1% | +5.4% | +4.7% | +7.8% |
| 30D | +24.0% | +16.4% | +7.7% | +17.5% |
| 3M | +27.3% | +11.9% | +15.4% | +22.1% |
| 6M | +47.0% | +11.6% | +35.4% | +41.5% |
| YTD | +32.6% | +24.1% | +8.5% | +28.9% |
| 1Y | +57.3% | +26.9% | +30.5% | +52.4% |
| All | +57.3% | +27.1% | +30.2% | +52.4% |
Cumulative growth
Daily Returns
Daily percentage return beside ED.
Daily Out/Under-Performance
Portfolio return minus ED return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ED 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 1y: compounded portfolio wealth divided by compounded ED 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…
1y analysis · Full analysis span regression · 6 months rolling