+41.1%
LLY vs EXE
-24.6%
+65.7%
-23.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EXE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.9% | +0.2% | -0.7% |
| 7D | +4.6% | +2.9% | +1.7% | +4.5% |
| 30D | +22.4% | -4.9% | +27.3% | +22.4% |
| 3M | +17.1% | -8.3% | +25.4% | +17.3% |
| 6M | +44.6% | -7.8% | +52.5% | +45.1% |
| YTD | +33.5% | -19.0% | +52.5% | +33.2% |
| 1Y | +41.1% | -24.8% | +66.0% | +40.0% |
| All | +41.1% | -24.6% | +65.7% | +40.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling