+443.8%
LLY vs ETR
+152.2%
+291.7%
-34.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ETR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +0.2% | -1.0% | -0.8% |
| 7D | -4.5% | +0.4% | -4.9% | -4.6% |
| 30D | +13.9% | +7.5% | +6.4% | +12.1% |
| 3M | +13.8% | +4.4% | +9.3% | +12.6% |
| 6M | +37.6% | -1.5% | +39.2% | +37.9% |
| YTD | +26.6% | +21.8% | +4.8% | +20.4% |
| 1Y | +45.3% | +18.4% | +27.0% | +39.1% |
| 3Y | +132.2% | +148.5% | -16.3% | +80.8% |
| All | +443.8% | +152.2% | +291.7% | +316.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling