+134.1%
LLY vs ES
+50.7%
+83.4%
-34.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ES | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.8% | +2.1% | -5.8% | -4.0% |
| 7D | -0.7% | +5.9% | -6.6% | -1.4% |
| 30D | +17.9% | +10.2% | +7.7% | +16.5% |
| 3M | +16.8% | +0.4% | +16.4% | +16.6% |
| 6M | +38.4% | +6.9% | +31.6% | +37.3% |
| YTD | +27.6% | +10.5% | +17.1% | +26.5% |
| 1Y | +48.3% | +3.2% | +45.1% | +47.5% |
| All | +134.1% | +50.7% | +83.4% | +131.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling