+95.6%
LLY vs EME
+249.1%
-153.5%
-34.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | +2.5% | -4.7% | -2.4% |
| 7D | -3.1% | +5.2% | -8.3% | -3.4% |
| 30D | -5.1% | -5.4% | +0.3% | -4.8% |
| 3M | -2.1% | -6.1% | +4.0% | -1.6% |
| 6M | +13.8% | +9.7% | +4.2% | +12.5% |
| YTD | +5.1% | +26.6% | -21.5% | +1.6% |
| 1Y | +53.1% | +24.6% | +28.5% | +46.1% |
| 3Y | +95.6% | +249.6% | -154.0% | +73.3% |
| All | +95.6% | +249.1% | -153.5% | +73.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling