+2,077.5%
LLY vs ET
+160.8%
+1,916.6%
-34.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ET | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -0.1% | +1.2% | +1.1% |
| 7D | +6.6% | +2.5% | +4.1% | +6.3% |
| 30D | +19.4% | -2.5% | +21.9% | +19.7% |
| 3M | +19.6% | -4.9% | +24.4% | +20.2% |
| 6M | +42.6% | -0.1% | +42.6% | +42.4% |
| YTD | +35.0% | +26.2% | +8.7% | +30.7% |
| 1Y | +42.0% | +25.2% | +16.9% | +37.6% |
| 3Y | +140.5% | +84.2% | +56.3% | +122.1% |
| 5Y | +479.9% | +216.1% | +263.8% | +402.0% |
| All | +2,077.5% | +160.8% | +1,916.6% | +1,730.0% |
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