+20,705.6%
LLY vs ETR
+4,550.2%
+16,155.4%
-68.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ETR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +0.2% | -1.0% | -0.9% |
| 7D | -4.5% | +0.4% | -4.9% | -4.6% |
| 30D | +13.9% | +7.5% | +6.4% | +11.6% |
| 3M | +13.8% | +4.4% | +9.3% | +12.2% |
| 6M | +37.6% | -1.5% | +39.2% | +37.8% |
| YTD | +26.6% | +21.8% | +4.8% | +18.9% |
| 1Y | +45.3% | +18.4% | +27.0% | +37.6% |
| 3Y | +132.2% | +148.5% | -16.3% | +74.7% |
| 5Y | +434.7% | +152.6% | +282.0% | +296.5% |
| 10Y | +2,084.3% | +354.5% | +1,729.8% | +1,230.6% |
| All | +20,705.6% | +4,550.2% | +16,155.4% | +6,859.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling