+1,919.9%
LLY vs EMB
+30.1%
+1,889.8%
-34.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | 0.0% | -0.8% | -0.8% |
| 7D | -4.5% | -0.1% | -4.4% | -4.4% |
| 30D | +13.9% | +1.3% | +12.6% | +13.1% |
| 3M | +13.8% | -2.2% | +16.0% | +15.2% |
| 6M | +37.6% | -2.3% | +40.0% | +39.4% |
| YTD | +26.6% | -0.6% | +27.2% | +27.1% |
| 1Y | +45.3% | +0.5% | +44.9% | +45.1% |
| 3Y | +132.2% | +29.4% | +102.8% | +104.3% |
| 5Y | +434.7% | +6.5% | +428.2% | +421.5% |
| All | +1,919.9% | +30.1% | +1,889.8% | +1,727.5% |
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