+639.4%
LLY vs EXE
+161.3%
+478.1%
-34.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EXE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.9% | +0.2% | -0.6% |
| 7D | +4.6% | +2.9% | +1.7% | +4.4% |
| 30D | +22.4% | -4.9% | +27.3% | +22.8% |
| 3M | +17.1% | -8.3% | +25.4% | +17.8% |
| 6M | +44.6% | -7.8% | +52.5% | +45.4% |
| YTD | +33.5% | -19.0% | +52.5% | +35.3% |
| 1Y | +41.1% | -24.8% | +66.0% | +43.9% |
| 3Y | +143.8% | +20.8% | +123.0% | +140.3% |
| 5Y | +473.4% | +76.2% | +397.2% | +450.6% |
| All | +639.4% | +161.3% | +478.1% | +591.1% |
Cumulative growth
Daily Returns
Daily percentage return beside EXE.
Daily Out/Under-Performance
Portfolio return minus EXE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EXE 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 EXE 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