+140.5%
LLY vs EXPE
+121.7%
+18.8%
-34.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EXPE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -1.2% | +2.3% | +1.3% |
| 7D | +6.6% | -0.5% | +7.1% | +6.7% |
| 30D | +19.4% | -6.1% | +25.5% | +20.3% |
| 3M | +19.6% | -21.3% | +40.9% | +22.7% |
| 6M | +42.6% | +19.0% | +23.6% | +39.7% |
| YTD | +35.0% | -8.4% | +43.4% | +36.1% |
| 1Y | +42.0% | -2.8% | +44.8% | +41.9% |
| 3Y | +140.5% | +120.8% | +19.7% | +128.0% |
| All | +140.5% | +121.7% | +18.8% | +128.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling