+466.3%
LLY vs EEM
+32.8%
+433.6%
-34.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EEM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -0.8% | +2.2% | +1.6% |
| 7D | +1.6% | -0.9% | +2.5% | +1.8% |
| 30D | +21.5% | -9.3% | +30.8% | +23.4% |
| 3M | +16.4% | -7.1% | +23.5% | +17.6% |
| 6M | +51.5% | -10.4% | +61.9% | +53.4% |
| YTD | +33.9% | +11.3% | +22.6% | +27.6% |
| 1Y | +49.1% | +11.3% | +37.9% | +42.0% |
| 3Y | +144.6% | +69.6% | +75.0% | +110.6% |
| 5Y | +466.3% | +33.6% | +432.7% | +403.5% |
| All | +466.3% | +32.8% | +433.6% | +403.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling