+1,580.3%
LLY vs ETR
+288.4%
+1,291.9%
-34.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ETR | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -1.3% | +1.3% | +0.4% |
| 7D | -3.1% | +0.4% | -3.5% | -3.2% |
| 30D | -8.6% | +2.0% | -10.7% | -9.2% |
| 3M | -1.6% | -1.7% | 0.0% | -1.3% |
| 6M | +11.8% | +3.6% | +8.3% | +10.3% |
| YTD | +5.1% | +18.0% | -12.9% | -0.5% |
| 1Y | +50.7% | +26.2% | +24.5% | +39.7% |
| 3Y | +95.7% | +148.0% | -52.3% | +44.7% |
| 5Y | +390.2% | +126.1% | +264.1% | +269.6% |
| 10Y | +1,580.3% | +302.3% | +1,278.0% | +1,003.0% |
| All | +1,580.3% | +288.4% | +1,291.9% | +1,003.0% |
Cumulative growth
Daily Returns
Daily percentage return beside ETR.
Daily Out/Under-Performance
Portfolio return minus ETR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ETR 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 ETR 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