+17,561.1%
LLY vs EXC
+2,353.7%
+15,207.4%
-68.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EXC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -1.1% | +0.2% | -0.6% |
| 7D | -2.1% | +0.3% | -2.4% | -2.2% |
| 30D | -1.6% | -3.7% | +2.1% | -0.6% |
| 3M | +2.3% | -1.3% | +3.6% | +2.5% |
| 6M | +14.9% | -9.7% | +24.6% | +17.9% |
| YTD | +7.5% | +2.9% | +4.6% | +6.1% |
| 1Y | +55.7% | +4.4% | +51.3% | +52.8% |
| 3Y | +110.6% | +22.2% | +88.4% | +95.3% |
| 5Y | +363.4% | +46.7% | +316.7% | +304.0% |
| 10Y | +1,649.0% | +155.3% | +1,493.6% | +1,165.8% |
| All | +17,561.1% | +2,353.7% | +15,207.4% | +6,463.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling