+57.3%
LLY vs EXPE
+48.9%
+8.4%
-23.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EXPE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +10.5% | -9.9% | -0.4% |
| 7D | +10.1% | +14.6% | -4.6% | +8.6% |
| 30D | +24.0% | +21.4% | +2.6% | +21.9% |
| 3M | +27.3% | +1.4% | +25.9% | +26.7% |
| 6M | +47.0% | +28.6% | +18.4% | +44.5% |
| YTD | +32.6% | +12.1% | +20.4% | +34.1% |
| 1Y | +57.3% | +50.0% | +7.3% | +57.4% |
| All | +57.3% | +48.9% | +8.4% | +57.4% |
Cumulative growth
Daily Returns
Daily percentage return beside EXPE.
Daily Out/Under-Performance
Portfolio return minus EXPE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EXPE 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 EXPE 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