+4,402.4%
LLY vs EW
+7,937.2%
-3,534.9%
-68.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +1.3% | -2.1% | -1.0% |
| 7D | -4.5% | +11.0% | -15.5% | -6.5% |
| 30D | +13.9% | +19.1% | -5.2% | +10.1% |
| 3M | +13.8% | +14.4% | -0.6% | +10.8% |
| 6M | +37.6% | +22.8% | +14.8% | +31.9% |
| YTD | +26.6% | +19.8% | +6.8% | +21.7% |
| 1Y | +45.3% | +23.9% | +21.5% | +38.8% |
| 3Y | +132.2% | +52.2% | +80.0% | +108.7% |
| 5Y | +434.7% | -13.9% | +448.6% | +426.7% |
| 10Y | +2,084.3% | +241.9% | +1,842.4% | +1,536.0% |
| All | +4,402.4% | +7,937.2% | -3,534.9% | +2,218.4% |
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