+2,080.1%
LLY vs EXC
+205.3%
+1,874.8%
-34.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EXC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +1.4% | -0.1% | +0.8% |
| 7D | +6.7% | +1.4% | +5.4% | +6.3% |
| 30D | +19.6% | +8.6% | +11.0% | +16.6% |
| 3M | +19.7% | +2.4% | +17.3% | +18.8% |
| 6M | +42.7% | +6.5% | +36.3% | +39.8% |
| YTD | +35.1% | +9.0% | +26.1% | +30.8% |
| 1Y | +42.2% | +4.6% | +37.6% | +39.4% |
| 3Y | +140.8% | +33.5% | +107.3% | +114.8% |
| 5Y | +480.6% | +41.4% | +439.2% | +400.6% |
| All | +2,080.1% | +205.3% | +1,874.8% | +1,329.7% |
Cumulative growth
Daily Returns
Daily percentage return beside EXC.
Daily Out/Under-Performance
Portfolio return minus EXC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EXC 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 EXC 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