+2,828.7%
LLY vs ESI
+224.6%
+2,604.1%
-34.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ESI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +2.9% | -3.8% | -1.3% |
| 7D | -2.1% | +3.3% | -5.5% | -2.6% |
| 30D | -1.6% | -5.9% | +4.3% | -1.0% |
| 3M | +2.3% | -14.1% | +16.4% | +3.7% |
| 6M | +14.9% | +6.6% | +8.3% | +12.3% |
| YTD | +7.5% | +45.0% | -37.6% | +0.4% |
| 1Y | +55.7% | +41.5% | +14.2% | +45.6% |
| 3Y | +110.6% | +78.8% | +31.8% | +88.4% |
| 5Y | +363.4% | +70.9% | +292.5% | +312.2% |
| 10Y | +1,649.0% | +317.1% | +1,331.9% | +1,240.8% |
| All | +2,828.7% | +224.6% | +2,604.1% | +2,234.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling