+104.7%
LLY vs EWT
+202.3%
-97.7%
-34.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EWT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +1.9% | -2.7% | -1.2% |
| 7D | -2.1% | +4.0% | -6.1% | -2.8% |
| 30D | -1.6% | +10.3% | -11.9% | -3.3% |
| 3M | +2.3% | +6.1% | -3.8% | +0.8% |
| 6M | +14.9% | +56.6% | -41.7% | +0.7% |
| YTD | +7.5% | +76.6% | -69.1% | -9.7% |
| 1Y | +55.7% | +97.9% | -42.2% | +25.5% |
| All | +104.7% | +202.3% | -97.7% | +32.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling