+1,545.2%
LLY vs ESI
+307.6%
+1,237.6%
-34.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ESI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | +0.6% | -2.8% | -2.3% |
| 7D | -3.1% | +5.4% | -8.5% | -3.9% |
| 30D | -5.1% | -4.2% | -0.9% | -4.6% |
| 3M | -2.1% | -9.6% | +7.6% | -1.4% |
| 6M | +13.8% | +18.3% | -4.5% | +8.6% |
| YTD | +5.1% | +45.8% | -40.7% | -3.5% |
| 1Y | +53.1% | +39.2% | +14.0% | +41.3% |
| 3Y | +95.6% | +86.3% | +9.4% | +69.1% |
| 5Y | +361.5% | +76.2% | +285.3% | +296.8% |
| 10Y | +1,545.2% | +306.8% | +1,238.4% | +1,056.7% |
| All | +1,545.2% | +307.6% | +1,237.6% | +1,056.7% |
Cumulative growth
Daily Returns
Daily percentage return beside ESI.
Daily Out/Under-Performance
Portfolio return minus ESI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ESI 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 ESI 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