+642.0%
LLY vs EXE
+161.7%
+480.3%
-34.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EXE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +2.3% | -0.9% | +1.3% |
| 7D | +1.6% | -2.2% | +3.8% | +1.8% |
| 30D | +21.5% | -0.3% | +21.8% | +21.4% |
| 3M | +16.4% | -9.3% | +25.7% | +17.2% |
| 6M | +51.5% | -7.2% | +58.7% | +52.2% |
| YTD | +33.9% | -18.9% | +52.8% | +35.8% |
| 1Y | +49.1% | -21.7% | +70.8% | +51.5% |
| 3Y | +144.6% | +21.0% | +123.6% | +141.1% |
| 5Y | +466.3% | +76.0% | +390.4% | +443.8% |
| All | +642.0% | +161.7% | +480.3% | +593.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling