+110.2%
LLY vs EL
-31.7%
+141.9%
-34.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| 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% | -4.1% |
| 3M | +2.3% | +25.7% | -23.4% | -1.1% |
| 6M | +14.9% | +5.4% | +9.4% | +13.1% |
| YTD | +7.5% | +0.2% | +7.3% | +6.7% |
| 1Y | +55.7% | +20.4% | +35.2% | +50.9% |
| All | +110.2% | -31.7% | +141.9% | +97.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling