+140.8%
LLY vs EXE
+21.0%
+119.8%
-34.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EXE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +0.8% | +0.4% | +1.2% |
| 7D | +6.7% | +5.3% | +1.4% | +6.2% |
| 30D | +19.6% | -2.2% | +21.8% | +19.7% |
| 3M | +19.7% | -5.9% | +25.6% | +20.3% |
| 6M | +42.7% | -5.7% | +48.4% | +43.3% |
| YTD | +35.1% | -17.8% | +53.0% | +37.4% |
| 1Y | +42.2% | -23.1% | +65.3% | +45.6% |
| 3Y | +140.8% | +21.2% | +119.6% | +142.6% |
| All | +140.8% | +21.0% | +119.8% | +142.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling