+2,006.3%
LLY vs ES
+82.6%
+1,923.8%
-34.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ES | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | -0.5% | +4.8% | +4.4% |
| 7D | +0.1% | -0.1% | +0.2% | 0.0% |
| 30D | +19.7% | +5.7% | +14.0% | +17.6% |
| 3M | +19.3% | -2.8% | +22.0% | +20.1% |
| 6M | +49.3% | +7.0% | +42.4% | +45.8% |
| YTD | +32.0% | +6.8% | +25.2% | +28.9% |
| 1Y | +53.7% | -0.5% | +54.2% | +52.6% |
| 3Y | +143.7% | +47.2% | +96.6% | +106.4% |
| 5Y | +463.9% | +2.3% | +461.6% | +443.3% |
| 10Y | +2,006.3% | +85.6% | +1,920.7% | +1,492.3% |
| All | +2,006.3% | +82.6% | +1,923.8% | +1,492.3% |
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