+4,538.1%
LLY vs EXPE
+710.1%
+3,828.0%
-50.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EXPE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -2.1% | +3.5% | +1.7% |
| 7D | +1.6% | -11.2% | +12.8% | +3.0% |
| 30D | +21.5% | -7.5% | +28.9% | +22.4% |
| 3M | +16.4% | -19.1% | +35.5% | +19.1% |
| 6M | +51.5% | +10.7% | +40.8% | +48.9% |
| YTD | +33.9% | -9.9% | +43.8% | +34.0% |
| 1Y | +49.1% | -4.6% | +53.7% | +48.0% |
| 3Y | +144.6% | +116.8% | +27.8% | +114.8% |
| 5Y | +466.3% | +38.6% | +427.8% | +411.8% |
| 10Y | +2,024.1% | +115.9% | +1,908.3% | +1,589.0% |
| All | +4,538.1% | +710.1% | +3,828.0% | +2,250.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling