+2,080.1%
LLY vs ET
+160.8%
+1,919.3%
-34.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ET | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -0.1% | +1.4% | +1.3% |
| 7D | +6.7% | +2.5% | +4.2% | +6.4% |
| 30D | +19.6% | -2.5% | +22.0% | +19.9% |
| 3M | +19.7% | -4.9% | +24.6% | +20.3% |
| 6M | +42.7% | -0.1% | +42.8% | +42.5% |
| YTD | +35.1% | +26.2% | +8.9% | +30.9% |
| 1Y | +42.2% | +25.2% | +17.0% | +37.8% |
| 3Y | +140.8% | +84.2% | +56.6% | +122.4% |
| 5Y | +480.6% | +216.1% | +264.5% | +402.6% |
| All | +2,080.1% | +160.8% | +1,919.3% | +1,732.2% |
Cumulative growth
Daily Returns
Daily percentage return beside ET.
Daily Out/Under-Performance
Portfolio return minus ET return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ET 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 ET 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