+11,236.8%
LLY vs EL
+1,792.3%
+9,444.5%
-68.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +2.2% | -3.0% | -1.3% |
| 7D | -4.5% | +0.8% | -5.2% | -4.7% |
| 30D | +13.9% | +16.5% | -2.6% | +10.2% |
| 3M | +13.8% | +29.2% | -15.4% | +7.3% |
| 6M | +37.6% | +27.9% | +9.7% | +29.4% |
| YTD | +26.6% | +6.2% | +20.4% | +22.9% |
| 1Y | +45.3% | +27.2% | +18.2% | +35.5% |
| 3Y | +132.2% | +3.2% | +129.0% | +115.3% |
| 5Y | +434.7% | -66.0% | +500.7% | +518.6% |
| 10Y | +2,084.3% | +58.3% | +2,026.0% | +1,577.1% |
| All | +11,236.8% | +1,792.3% | +9,444.5% | +4,263.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling