+22,107.8%
LLY vs ETN
+17,265.7%
+4,842.1%
-68.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ETN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -1.7% | +2.9% | +1.7% |
| 7D | +6.7% | +3.6% | +3.1% | +5.8% |
| 30D | +19.6% | -13.4% | +33.0% | +23.1% |
| 3M | +19.7% | -21.9% | +41.6% | +25.9% |
| 6M | +42.7% | -12.8% | +55.5% | +44.0% |
| YTD | +35.1% | +12.1% | +23.0% | +27.0% |
| 1Y | +42.2% | +0.8% | +41.4% | +37.2% |
| 3Y | +140.8% | +64.5% | +76.3% | +99.1% |
| 5Y | +480.6% | +121.7% | +358.8% | +336.5% |
| 10Y | +2,061.9% | +542.2% | +1,519.6% | +1,080.0% |
| All | +22,107.8% | +17,265.7% | +4,842.1% | +5,212.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling