+132.2%
LLY vs MET
+75.0%
+57.3%
-34.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MET | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -1.5% | +0.7% | -0.4% |
| 7D | -4.5% | -1.2% | -3.3% | -4.2% |
| 30D | +13.9% | +3.2% | +10.7% | +13.0% |
| 3M | +13.8% | -1.1% | +14.9% | +14.1% |
| 6M | +37.6% | +25.0% | +12.6% | +29.5% |
| YTD | +26.6% | +27.9% | -1.3% | +17.9% |
| 1Y | +45.3% | +32.9% | +12.5% | +33.8% |
| 3Y | +132.2% | +78.8% | +53.4% | +101.4% |
| All | +132.2% | +75.0% | +57.3% | +101.4% |
Cumulative growth
Daily Returns
Daily percentage return beside MET.
Daily Out/Under-Performance
Portfolio return minus MET return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MET 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 MET 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