+473.4%
LLY vs ED
+82.8%
+390.6%
-34.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ED | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +0.1% | -0.8% | -0.7% |
| 7D | +4.6% | -1.7% | +6.3% | +5.0% |
| 30D | +22.4% | +10.7% | +11.7% | +19.5% |
| 3M | +17.1% | +11.6% | +5.5% | +14.1% |
| 6M | +44.6% | +13.5% | +31.1% | +40.4% |
| YTD | +33.5% | +23.1% | +10.3% | +27.6% |
| 1Y | +41.1% | +23.1% | +18.0% | +34.8% |
| 3Y | +143.8% | +47.9% | +95.8% | +117.2% |
| 5Y | +473.4% | +83.9% | +389.5% | +372.8% |
| All | +473.4% | +82.8% | +390.6% | +372.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling