+482.4%
LLY vs EXE
+187.5%
+294.9%
-34.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EXE | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -1.6% | +1.6% | +0.2% |
| 7D | -3.1% | -2.7% | -0.4% | -2.9% |
| 30D | -8.6% | -0.4% | -8.2% | -8.6% |
| 3M | -1.6% | +9.5% | -11.1% | -2.4% |
| 6M | +11.8% | -9.3% | +21.2% | +12.6% |
| YTD | +5.1% | -10.9% | +16.0% | +5.9% |
| 1Y | +50.7% | +4.3% | +46.4% | +49.9% |
| 3Y | +95.7% | +18.8% | +76.9% | +92.9% |
| 5Y | +390.2% | +101.4% | +288.8% | +366.4% |
| All | +482.4% | +187.5% | +294.9% | +440.7% |
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