+443.8%
LLY vs EXPE
+43.3%
+400.5%
-34.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EXPE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -4.9% | +4.1% | -0.4% |
| 7D | -4.5% | -9.3% | +4.9% | -3.7% |
| 30D | +13.9% | +0.1% | +13.8% | +13.9% |
| 3M | +13.8% | -15.3% | +29.1% | +15.2% |
| 6M | +37.6% | +5.5% | +32.1% | +36.9% |
| YTD | +26.6% | -8.0% | +34.6% | +27.0% |
| 1Y | +45.3% | +18.9% | +26.5% | +42.7% |
| 3Y | +132.2% | +135.5% | -3.3% | +116.4% |
| All | +443.8% | +43.3% | +400.5% | +422.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling