+2,006.3%
LLY vs EMB
+30.9%
+1,975.5%
-34.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | +0.6% | +3.6% | +3.9% |
| 7D | +0.1% | +0.8% | -0.8% | -0.4% |
| 30D | +19.7% | +1.5% | +18.2% | +18.8% |
| 3M | +19.3% | -1.9% | +21.2% | +20.6% |
| 6M | +49.3% | -1.6% | +50.9% | +50.7% |
| YTD | +32.0% | 0.0% | +32.0% | +32.1% |
| 1Y | +53.7% | +1.1% | +52.7% | +53.0% |
| 3Y | +143.7% | +30.9% | +112.9% | +113.1% |
| 5Y | +463.9% | +7.1% | +456.8% | +448.4% |
| 10Y | +2,006.3% | +31.1% | +1,975.2% | +1,799.3% |
| All | +2,006.3% | +30.9% | +1,975.5% | +1,799.3% |
Cumulative growth
Daily Returns
Daily percentage return beside EMB.
Daily Out/Under-Performance
Portfolio return minus EMB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EMB 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 EMB 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