+1,562.5%
LLY vs EME
+1,312.7%
+249.7%
-34.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EME | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -2.4% | +2.5% | +0.4% |
| 7D | -3.1% | +2.7% | -5.8% | -3.5% |
| 30D | -8.6% | -6.8% | -1.8% | -7.7% |
| 3M | -1.6% | -8.8% | +7.2% | -1.0% |
| 6M | +11.8% | +5.0% | +6.8% | +9.7% |
| YTD | +5.1% | +23.5% | -18.4% | -0.4% |
| 1Y | +50.7% | +21.3% | +29.4% | +41.7% |
| 3Y | +95.7% | +241.1% | -145.4% | +44.5% |
| 5Y | +390.2% | +549.2% | -159.0% | +208.9% |
| All | +1,562.5% | +1,312.7% | +249.7% | +738.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling