+21,908.6%
LLY vs ED
+2,476.3%
+19,432.4%
-68.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ED | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +0.8% | +0.7% | +1.1% |
| 7D | +1.6% | +2.1% | -0.5% | +0.7% |
| 30D | +21.5% | +12.4% | +9.0% | +16.0% |
| 3M | +16.4% | +13.1% | +3.3% | +10.8% |
| 6M | +51.5% | +14.1% | +37.4% | +43.5% |
| YTD | +33.9% | +23.1% | +10.9% | +23.1% |
| 1Y | +49.1% | +25.4% | +23.7% | +35.9% |
| 3Y | +144.6% | +47.9% | +96.8% | +104.1% |
| 5Y | +466.3% | +81.9% | +384.5% | +329.2% |
| 10Y | +2,024.1% | +141.3% | +1,882.9% | +1,290.7% |
| All | +21,908.6% | +2,476.3% | +19,432.4% | +5,092.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling