+132.2%
LLY vs ED
+44.5%
+87.7%
-34.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ED | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -2.4% | +1.6% | -0.6% |
| 7D | -4.5% | +1.6% | -6.1% | -4.6% |
| 30D | +13.9% | +13.3% | +0.6% | +12.9% |
| 3M | +13.8% | +9.7% | +4.0% | +12.9% |
| 6M | +37.6% | +12.8% | +24.8% | +36.7% |
| YTD | +26.6% | +22.3% | +4.3% | +26.6% |
| 1Y | +45.3% | +26.3% | +19.1% | +45.6% |
| 3Y | +132.2% | +45.0% | +87.2% | +144.1% |
| All | +132.2% | +44.5% | +87.7% | +144.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling