+1,545.2%
LLY vs EMR
+268.7%
+1,276.5%
-34.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EMR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -0.4% | -1.8% | -2.1% |
| 7D | -3.1% | +3.1% | -6.2% | -3.8% |
| 30D | -5.1% | -3.5% | -1.5% | -4.3% |
| 3M | -2.1% | +9.8% | -11.8% | -4.8% |
| 6M | +13.8% | +10.8% | +3.1% | +10.2% |
| YTD | +5.1% | +15.9% | -10.9% | +0.2% |
| 1Y | +53.1% | +16.4% | +36.7% | +45.4% |
| 3Y | +95.6% | +62.1% | +33.5% | +68.4% |
| 5Y | +361.5% | +62.9% | +298.6% | +291.4% |
| 10Y | +1,545.2% | +267.8% | +1,277.4% | +1,010.6% |
| All | +1,545.2% | +268.7% | +1,276.5% | +1,010.6% |
Cumulative growth
Daily Returns
Daily percentage return beside EMR.
Daily Out/Under-Performance
Portfolio return minus EMR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EMR 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 EMR 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