+2,080.1%
LLY vs EWT
+448.9%
+1,631.2%
-34.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EWT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +0.1% | +1.1% | +1.2% |
| 7D | +6.7% | +9.1% | -2.4% | +4.4% |
| 30D | +19.6% | -12.2% | +31.8% | +22.9% |
| 3M | +19.7% | -9.4% | +29.1% | +21.8% |
| 6M | +42.7% | +2.7% | +40.1% | +38.3% |
| YTD | +35.1% | +53.3% | -18.2% | +14.4% |
| 1Y | +42.2% | +59.2% | -17.0% | +18.8% |
| 3Y | +140.8% | +157.1% | -16.3% | +68.5% |
| 5Y | +480.6% | +119.6% | +361.0% | +327.9% |
| All | +2,080.1% | +448.9% | +1,631.2% | +871.2% |
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