+17,561.1%
LLY vs ETR
+4,412.2%
+13,148.9%
-68.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ETR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.5% | -0.4% | -0.7% |
| 7D | -2.1% | +1.4% | -3.6% | -2.6% |
| 30D | -1.6% | +1.0% | -2.6% | -2.0% |
| 3M | +2.3% | -1.3% | +3.5% | +2.5% |
| 6M | +14.9% | +1.9% | +13.0% | +13.8% |
| YTD | +7.5% | +18.2% | -10.7% | +1.9% |
| 1Y | +55.7% | +24.7% | +31.0% | +45.1% |
| 3Y | +110.6% | +150.7% | -40.1% | +57.9% |
| 5Y | +363.4% | +127.0% | +236.4% | +254.3% |
| 10Y | +1,649.0% | +295.5% | +1,353.5% | +1,007.7% |
| All | +17,561.1% | +4,412.2% | +13,148.9% | +5,860.0% |
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 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