+49.1%
LLY vs EEM
-8.1%
+57.2%
-12.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | EEM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +2.4% | -2.1% | +0.8% |
| 7D | +1.4% | +0.7% | +0.7% | +1.4% |
| 30D | +21.5% | -6.2% | +27.7% | +19.5% |
| 3M | +18.5% | -5.2% | +23.6% | +16.9% |
| 6M | +49.1% | -8.1% | +57.2% | +47.1% |
| All | +49.1% | -8.1% | +57.2% | +47.1% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling