+4,185.7%
LLY vs MET
+1,385.2%
+2,800.5%
-68.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MET | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +0.5% | -0.1% | +0.2% |
| 7D | +1.4% | 0.0% | +1.3% | +1.4% |
| 30D | +21.5% | +3.4% | +18.2% | +20.7% |
| 3M | +18.5% | +7.0% | +11.5% | +16.6% |
| 6M | +49.1% | +34.6% | +14.5% | +39.0% |
| YTD | +34.4% | +34.0% | +0.4% | +25.1% |
| 1Y | +46.3% | +35.9% | +10.4% | +35.7% |
| 3Y | +145.5% | +85.5% | +60.0% | +110.2% |
| 5Y | +472.7% | +87.8% | +384.9% | +382.3% |
| 10Y | +2,049.9% | +199.7% | +1,850.3% | +1,447.9% |
| All | +4,185.7% | +1,385.2% | +2,800.5% | +1,628.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling