+14.9%
LLY vs ED
-2.9%
+17.8%
-15.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | ED | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -1.3% | +0.5% | -0.3% |
| 7D | -2.1% | -0.2% | -2.0% | -2.1% |
| 30D | -1.6% | -0.1% | -1.5% | -1.6% |
| 3M | +2.3% | +3.9% | -1.6% | +0.3% |
| 6M | +14.9% | -3.0% | +17.9% | +16.3% |
| All | +14.9% | -2.9% | +17.8% | +16.3% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling