+3,266.1%
LLY vs EWT
+485.8%
+2,780.3%
-68.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EWT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -1.0% | +2.5% | +1.7% |
| 7D | +1.6% | -3.7% | +5.3% | +2.4% |
| 30D | +21.5% | -17.2% | +38.6% | +26.9% |
| 3M | +16.4% | -7.3% | +23.8% | +17.9% |
| 6M | +51.5% | -1.5% | +53.0% | +49.3% |
| YTD | +33.9% | +49.0% | -15.1% | +17.4% |
| 1Y | +49.1% | +50.6% | -1.5% | +30.2% |
| 3Y | +144.6% | +148.9% | -4.3% | +84.3% |
| 5Y | +466.3% | +116.1% | +350.3% | +339.3% |
| 10Y | +2,024.1% | +427.8% | +1,596.3% | +1,173.2% |
| All | +3,266.1% | +485.8% | +2,780.3% | +1,358.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling