+53.1%
LLY vs EWT
+92.3%
-39.2%
-23.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EWT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -0.6% | -1.6% | -2.2% |
| 7D | -3.1% | +1.6% | -4.8% | -3.1% |
| 30D | -5.1% | +8.2% | -13.3% | -4.9% |
| 3M | -2.1% | +11.1% | -13.1% | -2.2% |
| 6M | +13.8% | +60.4% | -46.6% | +6.9% |
| YTD | +5.1% | +75.6% | -70.5% | -3.5% |
| 1Y | +53.1% | +91.3% | -38.2% | +26.4% |
| All | +53.1% | +92.3% | -39.2% | +26.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling