+92.5%
LLY vs EQX
+164.6%
-72.1%
-34.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EQX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -5.1% | +5.0% | +0.2% |
| 7D | -3.2% | -7.0% | +3.9% | -2.7% |
| 30D | -7.4% | +4.8% | -12.3% | -7.8% |
| 3M | -1.0% | +25.6% | -26.7% | -2.8% |
| 6M | +12.5% | -25.8% | +38.3% | +14.0% |
| YTD | +5.0% | -12.7% | +17.7% | +5.3% |
| 1Y | +49.8% | +14.1% | +35.7% | +47.6% |
| All | +92.5% | +164.6% | -72.1% | +84.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling