+20,705.6%
LLY vs EIX
+1,158.5%
+19,547.1%
-68.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EIX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -2.5% | +1.7% | -0.3% |
| 7D | -4.5% | +1.0% | -5.5% | -4.7% |
| 30D | +13.9% | +9.1% | +4.8% | +12.1% |
| 3M | +13.8% | -10.2% | +24.0% | +15.0% |
| 6M | +37.6% | -11.2% | +48.9% | +39.2% |
| YTD | +26.6% | +4.5% | +22.1% | +24.0% |
| 1Y | +45.3% | +10.9% | +34.5% | +40.8% |
| 3Y | +132.2% | +8.4% | +123.8% | +122.2% |
| 5Y | +434.7% | +18.0% | +416.7% | +399.7% |
| 10Y | +2,084.3% | +30.3% | +2,054.0% | +1,831.0% |
| All | +20,705.6% | +1,158.5% | +19,547.1% | +9,518.7% |
Cumulative growth
Daily Returns
Daily percentage return beside EIX.
Daily Out/Under-Performance
Portfolio return minus EIX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EIX 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 EIX 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