+3,937.3%
LLY vs MET
+1,317.8%
+2,619.5%
-68.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | +13.1% |
| 3M | +13.8% | -1.1% | +14.9% | +13.9% |
| 6M | +37.6% | +25.0% | +12.6% | +30.5% |
| YTD | +26.6% | +27.9% | -1.3% | +19.1% |
| 1Y | +45.3% | +32.9% | +12.5% | +35.5% |
| 3Y | +132.2% | +78.8% | +53.4% | +100.5% |
| 5Y | +434.7% | +79.6% | +355.1% | +354.8% |
| 10Y | +2,084.3% | +228.1% | +1,856.2% | +1,441.9% |
| All | +3,937.3% | +1,317.8% | +2,619.5% | +1,545.3% |
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