+132.2%
LLY vs EW
+51.9%
+80.3%
-34.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +1.3% | -2.1% | -1.1% |
| 7D | -4.5% | +11.0% | -15.5% | -6.6% |
| 30D | +13.9% | +19.1% | -5.2% | +9.7% |
| 3M | +13.8% | +14.4% | -0.6% | +10.5% |
| 6M | +37.6% | +22.8% | +14.8% | +31.5% |
| YTD | +26.6% | +19.8% | +6.8% | +21.3% |
| 1Y | +45.3% | +23.9% | +21.5% | +38.4% |
| 3Y | +132.2% | +52.2% | +80.0% | +114.3% |
| All | +132.2% | +51.9% | +80.3% | +114.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling