+4,529.6%
LLY vs EEM
+767.8%
+3,761.8%
-57.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EEM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +2.4% | -2.1% | -0.5% |
| 7D | +1.4% | +0.7% | +0.7% | +1.1% |
| 30D | +21.5% | -6.2% | +27.7% | +24.1% |
| 3M | +18.5% | -5.2% | +23.6% | +20.2% |
| 6M | +49.1% | -8.1% | +57.2% | +51.6% |
| YTD | +34.4% | +14.0% | +20.4% | +25.6% |
| 1Y | +46.3% | +13.8% | +32.5% | +36.7% |
| 3Y | +145.5% | +73.7% | +71.7% | +94.7% |
| 5Y | +472.7% | +34.6% | +438.1% | +393.1% |
| 10Y | +2,049.9% | +123.6% | +1,926.4% | +1,386.6% |
| All | +4,529.6% | +767.8% | +3,761.8% | +1,728.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling