+483.3%
LLY vs ESI
+36.5%
+446.8%
-34.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ESI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -0.7% | +2.0% | +1.3% |
| 7D | +6.7% | +5.5% | +1.2% | +6.1% |
| 30D | +19.6% | -7.8% | +27.3% | +20.4% |
| 3M | +19.7% | -15.0% | +34.7% | +21.6% |
| 6M | +42.7% | -24.9% | +67.6% | +46.6% |
| YTD | +35.1% | +33.2% | +1.9% | +24.1% |
| 1Y | +42.2% | +24.9% | +17.2% | +31.8% |
| 3Y | +140.8% | +77.8% | +63.0% | +105.8% |
| All | +483.3% | +36.5% | +446.8% | +402.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling