+42.2%
LLY vs EME
+3.0%
+39.2%
-23.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EME | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -0.5% | +1.8% | +1.2% |
| 7D | +6.7% | +8.4% | -1.6% | +7.2% |
| 30D | +19.6% | -11.5% | +31.1% | +18.1% |
| 3M | +19.7% | -20.6% | +40.3% | +17.4% |
| 6M | +42.7% | -28.5% | +71.2% | +43.8% |
| YTD | +35.1% | +8.0% | +27.1% | +34.5% |
| 1Y | +42.2% | +6.8% | +35.4% | +41.5% |
| All | +42.2% | +3.0% | +39.2% | +41.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling