+483.3%
LLY vs ETN
+121.5%
+361.8%
-34.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ETN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -1.7% | +2.9% | +1.5% |
| 7D | +6.7% | +3.6% | +3.1% | +6.2% |
| 30D | +19.6% | -13.4% | +33.0% | +21.8% |
| 3M | +19.7% | -21.9% | +41.6% | +23.8% |
| 6M | +42.7% | -12.8% | +55.5% | +43.1% |
| YTD | +35.1% | +12.1% | +23.0% | +27.0% |
| 1Y | +42.2% | +0.8% | +41.4% | +36.9% |
| 3Y | +140.8% | +64.5% | +76.3% | +96.2% |
| All | +483.3% | +121.5% | +361.8% | +324.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling