+17,561.1%
LLY vs EXPD
+30,859.1%
-13,298.0%
-68.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EXPD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +0.9% | -1.8% | -1.0% |
| 7D | -2.1% | -1.1% | -1.0% | -2.0% |
| 30D | -1.6% | +4.1% | -5.7% | -2.3% |
| 3M | +2.3% | +17.9% | -15.6% | -0.5% |
| 6M | +14.9% | +29.2% | -14.3% | +9.9% |
| YTD | +7.5% | +27.4% | -19.9% | +2.7% |
| 1Y | +55.7% | +56.8% | -1.1% | +43.5% |
| 3Y | +110.6% | +68.0% | +42.6% | +90.8% |
| 5Y | +363.4% | +61.9% | +301.6% | +318.1% |
| 10Y | +1,649.0% | +316.0% | +1,333.0% | +1,249.1% |
| All | +17,561.1% | +30,859.1% | -13,298.0% | +8,872.1% |
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