+980.8%
LLY vs EQX
+244.1%
+736.7%
-34.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EQX | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +1.7% | -1.6% | 0.0% |
| 7D | -3.1% | +1.7% | -4.8% | -3.2% |
| 30D | -8.6% | +11.1% | -19.7% | -9.0% |
| 3M | -1.6% | +23.1% | -24.7% | -2.5% |
| 6M | +11.8% | -21.8% | +33.7% | +12.3% |
| YTD | +5.1% | -8.1% | +13.2% | +5.0% |
| 1Y | +50.7% | +29.7% | +21.0% | +49.2% |
| 3Y | +95.7% | +179.9% | -84.2% | +90.1% |
| 5Y | +390.2% | +82.5% | +307.7% | +373.5% |
| All | +980.8% | +244.1% | +736.7% | +1,010.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling