+2,043.2%
LLY vs ES
+85.7%
+1,957.5%
-34.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ES | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -2.9% | +2.1% | +0.1% |
| 7D | -4.5% | +1.9% | -6.4% | -5.1% |
| 30D | +13.9% | +7.1% | +6.9% | +11.5% |
| 3M | +13.8% | -1.9% | +15.7% | +14.2% |
| 6M | +37.6% | +4.4% | +33.3% | +35.5% |
| YTD | +26.6% | +7.3% | +19.3% | +23.5% |
| 1Y | +45.3% | +2.1% | +43.2% | +43.2% |
| 3Y | +132.2% | +41.8% | +90.4% | +100.0% |
| 5Y | +434.7% | +1.4% | +433.2% | +417.5% |
| All | +2,043.2% | +85.7% | +1,957.5% | +1,643.5% |
Cumulative growth
Daily Returns
Daily percentage return beside ES.
Daily Out/Under-Performance
Portfolio return minus ES return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ES 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 ES 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