+4,662.7%
LLY vs EW
+8,084.4%
-3,421.7%
-68.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -0.7% | +2.1% | +1.6% |
| 7D | +1.6% | +9.3% | -7.6% | -0.1% |
| 30D | +21.5% | +22.1% | -0.6% | +16.8% |
| 3M | +16.4% | +13.0% | +3.4% | +13.6% |
| 6M | +51.5% | +30.1% | +21.4% | +43.6% |
| YTD | +33.9% | +22.0% | +11.9% | +28.3% |
| 1Y | +49.1% | +23.7% | +25.4% | +42.4% |
| 3Y | +144.6% | +62.0% | +82.6% | +117.2% |
| 5Y | +466.3% | -12.4% | +478.8% | +456.1% |
| 10Y | +2,024.1% | +236.1% | +1,788.1% | +1,494.9% |
| All | +4,662.7% | +8,084.4% | -3,421.7% | +2,344.0% |
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