+972.6%
LLY vs EQX
+232.0%
+740.6%
-34.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EQX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +1.6% | -2.3% | -0.7% |
| 7D | -2.9% | -3.2% | +0.3% | -2.8% |
| 30D | -8.4% | +7.8% | -16.2% | -8.7% |
| 3M | -3.8% | +21.3% | -25.1% | -4.5% |
| 6M | +11.9% | -22.4% | +34.4% | +12.5% |
| YTD | +4.3% | -11.3% | +15.6% | +4.4% |
| 1Y | +48.5% | +13.5% | +34.9% | +47.5% |
| 3Y | +91.2% | +162.1% | -70.9% | +86.1% |
| 5Y | +387.5% | +84.2% | +303.3% | +371.6% |
| All | +972.6% | +232.0% | +740.6% | +1,003.7% |
Cumulative growth
Daily Returns
Daily percentage return beside EQX.
Daily Out/Under-Performance
Portfolio return minus EQX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EQX 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 EQX 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