+2,006.3%
LLY vs EL
+63.1%
+1,943.3%
-34.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | +2.8% | +1.5% | +3.8% |
| 7D | +0.1% | +8.0% | -7.9% | -1.2% |
| 30D | +19.7% | +15.4% | +4.3% | +16.9% |
| 3M | +19.3% | +28.5% | -9.3% | +14.1% |
| 6M | +49.3% | +32.2% | +17.1% | +41.6% |
| YTD | +32.0% | +9.2% | +22.8% | +28.6% |
| 1Y | +53.7% | +30.8% | +22.9% | +45.3% |
| 3Y | +143.7% | +3.7% | +140.1% | +128.7% |
| 5Y | +463.9% | -64.8% | +528.7% | +548.0% |
| 10Y | +2,006.3% | +60.0% | +1,946.3% | +1,742.2% |
| All | +2,006.3% | +63.1% | +1,943.3% | +1,742.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling