+3,553.6%
LLY vs EMB
+132.1%
+3,421.5%
-49.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | 0.0% | -0.9% | -0.9% |
| 7D | -2.1% | 0.0% | -2.1% | -2.1% |
| 30D | -1.6% | -0.3% | -1.3% | -1.5% |
| 3M | +2.3% | -0.4% | +2.7% | +2.5% |
| 6M | +14.9% | +0.1% | +14.8% | +14.8% |
| YTD | +7.5% | +1.6% | +5.9% | +6.7% |
| 1Y | +55.7% | +5.6% | +50.1% | +52.0% |
| 3Y | +110.6% | +29.8% | +80.8% | +88.3% |
| 5Y | +363.4% | +7.3% | +356.2% | +347.8% |
| 10Y | +1,649.0% | +30.4% | +1,618.5% | +1,465.7% |
| All | +3,553.6% | +132.1% | +3,421.5% | +2,757.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling