+3,621.9%
LLY vs EXPE
+851.4%
+2,770.4%
-50.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EXPE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -1.7% | +0.8% | -0.7% |
| 7D | -2.1% | -9.5% | +7.4% | -1.0% |
| 30D | -1.6% | -6.6% | +5.0% | -0.9% |
| 3M | +2.3% | +31.4% | -29.1% | -1.3% |
| 6M | +14.9% | +35.2% | -20.3% | +10.0% |
| YTD | +7.5% | +5.8% | +1.7% | +5.7% |
| 1Y | +55.7% | +38.7% | +17.0% | +47.4% |
| 3Y | +110.6% | +175.8% | -65.2% | +79.4% |
| 5Y | +363.4% | +111.8% | +251.6% | +295.1% |
| 10Y | +1,649.0% | +179.7% | +1,469.3% | +1,244.2% |
| All | +3,621.9% | +851.4% | +2,770.4% | +1,754.1% |
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 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