+1,549.9%
LLY vs ETN
+730.7%
+819.2%
-34.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ETN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +4.0% | -4.6% | -1.6% |
| 7D | -2.9% | +3.5% | -6.5% | -3.8% |
| 30D | -8.4% | -7.5% | -0.9% | -6.9% |
| 3M | -3.8% | +8.3% | -12.1% | -6.8% |
| 6M | +11.9% | +20.2% | -8.2% | +4.9% |
| YTD | +4.3% | +34.7% | -30.3% | -5.5% |
| 1Y | +48.5% | +19.4% | +29.0% | +38.4% |
| 3Y | +91.2% | +85.5% | +5.7% | +52.5% |
| 5Y | +387.5% | +186.6% | +200.9% | +235.5% |
| All | +1,549.9% | +730.7% | +819.2% | +716.4% |
Cumulative growth
Daily Returns
Daily percentage return beside ETN.
Daily Out/Under-Performance
Portfolio return minus ETN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ETN 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 ETN 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