+132.2%
LLY vs EMB
+28.2%
+104.0%
-34.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| 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% | +12.7% |
| 3M | +13.8% | -2.7% | +16.5% | +16.6% |
| 6M | +37.6% | -2.8% | +40.4% | +41.1% |
| YTD | +26.6% | -1.1% | +27.7% | +27.7% |
| 1Y | +45.3% | 0.0% | +45.4% | +45.3% |
| 3Y | +132.2% | +28.8% | +103.4% | +103.1% |
| All | +132.2% | +28.2% | +104.0% | +103.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling