+1,560.7%
LLY vs EME
+1,301.6%
+259.1%
-34.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-10 to 2026-09-10.
| Period | Portfolio | EME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.8% | +0.7% | 0.0% |
| 7D | -3.2% | +0.9% | -4.1% | -3.3% |
| 30D | -7.4% | -8.4% | +0.9% | -6.3% |
| 3M | -1.0% | -3.6% | +2.6% | -1.4% |
| 6M | +12.5% | +3.6% | +8.9% | +10.6% |
| YTD | +5.0% | +22.5% | -17.5% | -0.4% |
| 1Y | +49.8% | +18.2% | +31.6% | +41.5% |
| 3Y | +95.5% | +238.4% | -142.9% | +44.5% |
| 5Y | +390.7% | +550.5% | -159.9% | +208.9% |
| All | +1,560.7% | +1,301.6% | +259.1% | +738.9% |
Cumulative growth
Daily Returns
Daily percentage return beside EME.
Daily Out/Under-Performance
Portfolio return minus EME return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EME 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 2016-09-10 to 2026-09-10: compounded portfolio wealth divided by compounded EME 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…
2016-09-10 to 2026-09-10 analysis · Full analysis span regression · 6 months rolling