+483.3%
LLY vs ES
+6.6%
+476.8%
-34.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ES | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +0.8% | +0.4% | +1.1% |
| 7D | +6.7% | +2.7% | +4.0% | +6.2% |
| 30D | +19.6% | +7.6% | +12.0% | +17.8% |
| 3M | +19.7% | +0.5% | +19.2% | +19.4% |
| 6M | +42.7% | +7.6% | +35.1% | +40.5% |
| YTD | +35.1% | +10.2% | +24.9% | +32.5% |
| 1Y | +42.2% | +1.8% | +40.3% | +41.0% |
| 3Y | +140.8% | +55.4% | +85.4% | +112.6% |
| All | +483.3% | +6.6% | +476.8% | +492.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling