+20,870.5%
LLY vs EXC
+2,516.2%
+18,354.3%
-68.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EXC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.8% | +0.6% | -4.4% | -3.9% |
| 7D | -0.7% | +1.4% | -2.0% | -1.0% |
| 30D | +17.9% | +11.6% | +6.3% | +14.3% |
| 3M | +16.8% | +2.7% | +14.2% | +15.8% |
| 6M | +38.4% | +2.7% | +35.8% | +37.2% |
| YTD | +27.6% | +9.7% | +17.9% | +23.7% |
| 1Y | +48.3% | +4.5% | +43.8% | +45.7% |
| 3Y | +145.4% | +28.5% | +116.9% | +124.4% |
| 5Y | +438.9% | +43.9% | +395.0% | +372.8% |
| 10Y | +2,101.6% | +183.7% | +1,917.9% | +1,448.4% |
| All | +20,870.5% | +2,516.2% | +18,354.3% | +7,552.6% |
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