+92.7%
LLY vs ET
+97.4%
-4.7%
-34.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ET | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.8% | -0.8% | -0.2% |
| 7D | -3.1% | +0.6% | -3.7% | -3.3% |
| 30D | -8.6% | +5.3% | -13.9% | -10.0% |
| 3M | -1.6% | +15.6% | -17.3% | -5.6% |
| 6M | +11.8% | +20.6% | -8.8% | +6.0% |
| YTD | +5.1% | +38.5% | -33.4% | -4.5% |
| 1Y | +50.7% | +35.7% | +15.0% | +37.6% |
| All | +92.7% | +97.4% | -4.7% | +49.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling