+472.7%
LLY vs ET
+216.9%
+255.8%
-34.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ET | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +0.1% | +0.2% | +0.3% |
| 7D | +1.4% | +1.8% | -0.4% | +1.1% |
| 30D | +21.5% | -3.0% | +24.5% | +22.1% |
| 3M | +18.5% | -4.7% | +23.2% | +19.3% |
| 6M | +49.1% | +2.7% | +46.4% | +47.9% |
| YTD | +34.4% | +26.5% | +7.8% | +27.8% |
| 1Y | +46.3% | +25.0% | +21.3% | +39.4% |
| 3Y | +145.5% | +85.4% | +60.1% | +118.6% |
| 5Y | +472.7% | +215.5% | +257.2% | +386.2% |
| All | +472.7% | +216.9% | +255.8% | +386.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling