+483.3%
LLY vs EL
-65.2%
+548.5%
-34.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +1.1% | +0.1% | +1.1% |
| 7D | +6.7% | +1.5% | +5.2% | +6.5% |
| 30D | +19.6% | +10.0% | +9.6% | +18.1% |
| 3M | +19.7% | +28.4% | -8.7% | +15.8% |
| 6M | +42.7% | +37.1% | +5.7% | +36.6% |
| YTD | +35.1% | +7.8% | +27.3% | +32.8% |
| 1Y | +42.2% | +26.0% | +16.1% | +37.2% |
| 3Y | +140.8% | +3.8% | +137.0% | +127.1% |
| All | +483.3% | -65.2% | +548.5% | +567.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling