+2,006.3%
LLY vs EW
+236.4%
+1,770.0%
-34.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | +2.5% | +1.8% | +3.7% |
| 7D | +0.1% | +12.3% | -12.2% | -2.7% |
| 30D | +19.7% | +22.9% | -3.2% | +13.9% |
| 3M | +19.3% | +16.7% | +2.5% | +14.8% |
| 6M | +49.3% | +31.0% | +18.4% | +39.6% |
| YTD | +32.0% | +22.8% | +9.2% | +25.0% |
| 1Y | +53.7% | +25.6% | +28.1% | +44.8% |
| 3Y | +143.7% | +62.0% | +81.8% | +109.4% |
| 5Y | +463.9% | -12.8% | +476.7% | +456.7% |
| 10Y | +2,006.3% | +239.8% | +1,766.6% | +1,451.5% |
| All | +2,006.3% | +236.4% | +1,770.0% | +1,451.5% |
Cumulative growth
Daily Returns
Daily percentage return beside EW.
Daily Out/Under-Performance
Portfolio return minus EW return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EW 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 EW 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