+17,561.1%
LLY vs ETN
+20,051.4%
-2,490.3%
-68.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ETN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +3.5% | -4.3% | -1.8% |
| 7D | -2.1% | +2.0% | -4.2% | -2.7% |
| 30D | -1.6% | -7.9% | +6.3% | +0.2% |
| 3M | +2.3% | -1.6% | +3.9% | +1.3% |
| 6M | +14.9% | +16.9% | -2.0% | +8.4% |
| YTD | +7.5% | +30.1% | -22.6% | -1.7% |
| 1Y | +55.7% | +19.3% | +36.4% | +45.2% |
| 3Y | +110.6% | +82.5% | +28.1% | +71.2% |
| 5Y | +363.4% | +166.8% | +196.6% | +235.6% |
| 10Y | +1,649.0% | +649.7% | +999.3% | +826.5% |
| All | +17,561.1% | +20,051.4% | -2,490.3% | +4,012.0% |
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