+20,870.5%
LLY vs EXPD
+30,870.6%
-10,000.1%
-68.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EXPD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.8% | -4.5% | +0.7% | -3.0% |
| 7D | -0.7% | -4.8% | +4.1% | +0.1% |
| 30D | +17.9% | -1.5% | +19.4% | +18.2% |
| 3M | +16.8% | +4.1% | +12.7% | +16.0% |
| 6M | +38.4% | +24.0% | +14.4% | +33.4% |
| YTD | +27.6% | +27.4% | +0.2% | +21.8% |
| 1Y | +48.3% | +38.4% | +10.0% | +39.7% |
| 3Y | +145.4% | +73.2% | +72.2% | +121.1% |
| 5Y | +438.9% | +59.9% | +379.1% | +387.2% |
| 10Y | +2,101.6% | +319.9% | +1,781.7% | +1,595.1% |
| All | +20,870.5% | +30,870.6% | -10,000.1% | +10,546.4% |
Cumulative growth
Daily Returns
Daily percentage return beside EXPD.
Daily Out/Under-Performance
Portfolio return minus EXPD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EXPD 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 EXPD 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