+2,006.3%
LLY vs EXPE
+119.8%
+1,886.5%
-34.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EXPE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | 0.0% | +4.3% | +4.3% |
| 7D | +0.1% | -13.3% | +13.4% | +1.2% |
| 30D | +19.7% | -5.5% | +25.2% | +20.2% |
| 3M | +19.3% | -16.5% | +35.7% | +20.9% |
| 6M | +49.3% | +13.1% | +36.2% | +47.5% |
| YTD | +32.0% | -8.0% | +40.0% | +32.1% |
| 1Y | +53.7% | +1.1% | +52.6% | +52.5% |
| 3Y | +143.7% | +131.2% | +12.6% | +123.7% |
| 5Y | +463.9% | +39.8% | +424.1% | +430.6% |
| 10Y | +2,006.3% | +118.5% | +1,887.9% | +1,656.3% |
| All | +2,006.3% | +119.8% | +1,886.5% | +1,656.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling