+391.2%
LLY vs ETN
+175.0%
+216.2%
-34.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ETN | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -1.6% | +1.7% | +0.3% |
| 7D | -3.1% | +6.2% | -9.3% | -4.2% |
| 30D | -8.6% | -6.7% | -1.9% | -7.6% |
| 3M | -1.6% | +3.6% | -5.3% | -3.4% |
| 6M | +11.8% | +18.3% | -6.5% | +6.0% |
| YTD | +5.1% | +31.5% | -26.3% | -3.1% |
| 1Y | +50.7% | +20.6% | +30.2% | +41.3% |
| 3Y | +95.7% | +82.5% | +13.1% | +58.2% |
| All | +391.2% | +175.0% | +216.2% | +241.7% |
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