+3,327.1%
LLY vs MET
+1,300.1%
+2,027.0%
-68.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MET | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -1.6% | +0.7% | -0.5% |
| 7D | -2.1% | +1.2% | -3.3% | -2.4% |
| 30D | -1.6% | +1.4% | -3.0% | -2.0% |
| 3M | +2.3% | +17.7% | -15.4% | -1.6% |
| 6M | +14.9% | +35.0% | -20.1% | +7.1% |
| YTD | +7.5% | +26.3% | -18.8% | +1.4% |
| 1Y | +55.7% | +22.8% | +32.9% | +47.7% |
| 3Y | +110.6% | +65.9% | +44.7% | +84.9% |
| 5Y | +363.4% | +85.4% | +278.1% | +290.9% |
| 10Y | +1,649.0% | +253.7% | +1,395.3% | +1,114.3% |
| All | +3,327.1% | +1,300.1% | +2,027.0% | +1,301.2% |
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