+1,545.2%
LLY vs EWT
+493.5%
+1,051.7%
-34.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EWT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -0.6% | -1.6% | -2.1% |
| 7D | -3.1% | +1.6% | -4.8% | -3.5% |
| 30D | -5.1% | +8.2% | -13.3% | -7.1% |
| 3M | -2.1% | +11.1% | -13.1% | -5.6% |
| 6M | +13.8% | +60.4% | -46.6% | -2.9% |
| YTD | +5.1% | +75.6% | -70.5% | -13.3% |
| 1Y | +53.1% | +91.3% | -38.2% | +22.6% |
| 3Y | +95.6% | +200.3% | -104.7% | +33.0% |
| 5Y | +361.5% | +156.4% | +205.1% | +229.0% |
| 10Y | +1,545.2% | +495.8% | +1,049.4% | +702.2% |
| All | +1,545.2% | +493.5% | +1,051.7% | +702.2% |
Cumulative growth
Daily Returns
Daily percentage return beside EWT.
Daily Out/Under-Performance
Portfolio return minus EWT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EWT 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 EWT 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