+55.7%
LLY vs EL
+14.8%
+40.9%
-23.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +3.0% | -3.9% | -1.3% |
| 7D | -2.1% | +0.8% | -2.9% | -2.3% |
| 30D | -1.6% | +19.8% | -21.5% | -4.4% |
| 3M | +2.3% | +25.7% | -23.4% | -1.4% |
| 6M | +14.9% | +5.4% | +9.4% | +12.7% |
| YTD | +7.5% | +0.2% | +7.3% | +10.0% |
| 1Y | +55.7% | +20.4% | +35.2% | +65.4% |
| All | +55.7% | +14.8% | +40.9% | +65.4% |
Cumulative growth
Daily Returns
Daily percentage return beside EL.
Daily Out/Under-Performance
Portfolio return minus EL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EL 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 1y: compounded portfolio wealth divided by compounded EL 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…
1y analysis · Full analysis span regression · 6 months rolling