+3,602.2%
LLY vs EEM
+860.9%
+2,741.2%
-57.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EEM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +1.8% | -2.7% | -1.5% |
| 7D | -2.1% | +2.3% | -4.5% | -3.0% |
| 30D | -1.6% | +4.5% | -6.1% | -3.3% |
| 3M | +2.3% | -0.1% | +2.3% | +1.5% |
| 6M | +14.9% | +16.9% | -2.1% | +7.1% |
| YTD | +7.5% | +26.2% | -18.8% | -2.9% |
| 1Y | +55.7% | +40.5% | +15.2% | +35.0% |
| 3Y | +110.6% | +86.2% | +24.4% | +63.6% |
| 5Y | +363.4% | +45.5% | +318.0% | +289.1% |
| 10Y | +1,649.0% | +128.6% | +1,520.3% | +1,102.9% |
| All | +3,602.2% | +860.9% | +2,741.2% | +1,313.9% |
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