+3,721.9%
LLY vs EW
+6,974.1%
-3,252.2%
-68.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +0.1% | -1.0% | -0.9% |
| 7D | -2.1% | -0.3% | -1.8% | -2.1% |
| 30D | -1.6% | +1.0% | -2.7% | -1.8% |
| 3M | +2.3% | +2.8% | -0.5% | +1.6% |
| 6M | +14.9% | +5.5% | +9.4% | +13.4% |
| YTD | +7.5% | +5.5% | +2.0% | +6.0% |
| 1Y | +55.7% | +11.0% | +44.6% | +51.8% |
| 3Y | +110.6% | +17.7% | +92.9% | +99.0% |
| 5Y | +363.4% | -25.7% | +389.2% | +370.0% |
| 10Y | +1,649.0% | +132.8% | +1,516.2% | +1,299.9% |
| All | +3,721.9% | +6,974.1% | -3,252.2% | +1,919.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling