+372.0%
LLY vs EWT
+155.9%
+216.0%
-34.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EWT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +1.9% | -2.7% | -1.2% |
| 7D | -2.1% | +4.0% | -6.1% | -2.7% |
| 30D | -1.6% | +10.3% | -11.9% | -3.2% |
| 3M | +2.3% | +6.1% | -3.8% | +0.9% |
| 6M | +14.9% | +56.6% | -41.7% | +3.2% |
| YTD | +7.5% | +76.6% | -69.1% | -6.5% |
| 1Y | +55.7% | +97.9% | -42.2% | +31.6% |
| 3Y | +110.6% | +198.0% | -87.4% | +61.7% |
| All | +372.0% | +155.9% | +216.0% | +272.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling