+2,043.2%
LLY vs ESI
+312.6%
+1,730.6%
-34.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ESI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +1.9% | -2.7% | -1.1% |
| 7D | -4.5% | -8.5% | +4.0% | -3.3% |
| 30D | +13.9% | -15.7% | +29.6% | +16.5% |
| 3M | +13.8% | -18.2% | +32.0% | +16.5% |
| 6M | +37.6% | -28.8% | +66.5% | +42.9% |
| YTD | +26.6% | +26.3% | +0.3% | +18.1% |
| 1Y | +45.3% | +18.2% | +27.1% | +36.9% |
| 3Y | +132.2% | +68.1% | +64.1% | +102.6% |
| 5Y | +434.7% | +28.8% | +405.9% | +380.7% |
| All | +2,043.2% | +312.6% | +1,730.6% | +1,394.0% |
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