+50.7%
LLY vs ETR
+26.7%
+24.0%
-23.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ETR | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -1.3% | +1.3% | +0.1% |
| 7D | -3.1% | +0.4% | -3.5% | -3.1% |
| 30D | -8.6% | +2.0% | -10.7% | -8.8% |
| 3M | -1.6% | -1.7% | 0.0% | -1.3% |
| 6M | +11.8% | +3.6% | +8.3% | +12.9% |
| YTD | +5.1% | +18.0% | -12.9% | +6.2% |
| 1Y | +50.7% | +26.2% | +24.5% | +52.7% |
| All | +50.7% | +26.7% | +24.0% | +52.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling