+1,580.3%
LLY vs EEM
+128.0%
+1,452.3%
-34.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EEM | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.5% | +0.5% | +0.2% |
| 7D | -3.1% | +2.0% | -5.1% | -3.7% |
| 30D | -8.6% | +5.1% | -13.7% | -10.1% |
| 3M | -1.6% | +4.6% | -6.2% | -3.7% |
| 6M | +11.8% | +17.8% | -5.9% | +4.3% |
| YTD | +5.1% | +25.8% | -20.7% | -4.6% |
| 1Y | +50.7% | +36.4% | +14.3% | +32.6% |
| 3Y | +95.7% | +90.0% | +5.7% | +51.6% |
| 5Y | +390.2% | +46.6% | +343.6% | +316.1% |
| 10Y | +1,580.3% | +132.3% | +1,448.1% | +1,050.3% |
| All | +1,580.3% | +128.0% | +1,452.3% | +1,050.3% |
Cumulative growth
Daily Returns
Daily percentage return beside EEM.
Daily Out/Under-Performance
Portfolio return minus EEM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EEM 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 10y: compounded portfolio wealth divided by compounded EEM 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…
10y analysis · Full analysis span regression · 6 months rolling