+390.2%
LLY vs ET
+242.4%
+147.8%
-34.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ET | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.8% | -0.8% | -0.1% |
| 7D | -3.1% | +0.6% | -3.7% | -3.2% |
| 30D | -8.6% | +5.3% | -13.9% | -9.5% |
| 3M | -1.6% | +15.6% | -17.3% | -4.1% |
| 6M | +11.8% | +20.6% | -8.8% | +8.2% |
| YTD | +5.1% | +38.5% | -33.4% | -0.8% |
| 1Y | +50.7% | +35.7% | +15.0% | +42.6% |
| 3Y | +95.7% | +98.4% | -2.7% | +75.9% |
| 5Y | +390.2% | +245.3% | +144.9% | +332.2% |
| All | +390.2% | +242.4% | +147.8% | +332.2% |
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