+49.8%
LLY vs ET
+35.8%
+14.0%
-23.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ET | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +0.2% | -0.3% | -0.1% |
| 7D | -3.2% | +1.4% | -4.5% | -3.3% |
| 30D | -7.4% | +4.6% | -12.0% | -7.9% |
| 3M | -1.0% | +16.0% | -17.1% | -2.5% |
| 6M | +12.5% | +22.8% | -10.3% | +11.4% |
| YTD | +5.0% | +38.9% | -33.8% | +3.8% |
| 1Y | +49.8% | +34.1% | +15.7% | +41.6% |
| All | +49.8% | +35.8% | +14.0% | +41.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling