+62.0%
LLY vs XE
-62.6%
+124.6%
-12.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +2.9% | -3.6% | -0.6% |
| 7D | +4.6% | +25.1% | -20.5% | +5.2% |
| 30D | +22.4% | -11.5% | +33.8% | +21.9% |
| 3M | +17.1% | -44.7% | +61.8% | +15.2% |
| 6M | +44.6% | -64.5% | +109.2% | +43.4% |
| All | +62.0% | -62.6% | +124.6% | +60.4% |
Cumulative growth
Daily Returns
Daily percentage return beside XE.
Daily Out/Under-Performance
Portfolio return minus XE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × XE 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 XE 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