+132.2%
LLY vs EXC
+26.3%
+106.0%
-34.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EXC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -2.0% | +1.2% | -0.6% |
| 7D | -4.5% | -1.2% | -3.3% | -4.4% |
| 30D | +13.9% | +10.0% | +3.9% | +13.1% |
| 3M | +13.8% | +1.6% | +12.1% | +13.5% |
| 6M | +37.6% | +3.3% | +34.3% | +37.3% |
| YTD | +26.6% | +7.6% | +19.0% | +26.1% |
| 1Y | +45.3% | +3.5% | +41.9% | +45.1% |
| 3Y | +132.2% | +27.7% | +104.6% | +140.2% |
| All | +132.2% | +26.3% | +106.0% | +140.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling