LLY
Lilly(Eli) & Company
TREND FOLLOWING PERFORMANCE HISTORY
2026-04-29
Trading Style:
Strategy:
LLY Quality Metrics & KPI Summary
| Metric | 1Y | 5Y | 10Y | Full History | ||||
|---|---|---|---|---|---|---|---|---|
| Strategy | B&H | Strategy | B&H | Strategy | B&H | Strategy | B&H | |
| CAGR | -30.21% | -3.13% | 27.56% | 37.48% | 21.53% | 29.55% | 9.61% | 14.25% |
| Sharpe Ratio | -1.03 | -0.08 | 0.85 | 0.99 | 0.76 | 0.87 | 0.46 | 0.48 |
| Max Drawdown | -31.26% | -30.26% | -37.47% | -34.48% | -37.47% | -34.48% | -68.36% | -68.26% |
| % Time Invested | 66.3% | 100.0% | 85.6% | 100.0% | 83.9% | 100.0% | 58.7% | 100.0% |
| Trades / Year | 4.0 | 0.0 | 2.0 | 0.0 | 1.6 | 0.0 | 1.4 | 0.0 |
Trade History
| Entry Date | Exit Date | Type | Allocation | Entry Price | Exit Price | Net Return % | Exit Reason |
|---|---|---|---|---|---|---|---|
| 2026-04-10 | Open | Open | 100% | $963.69 | $851.21 | -11.67% | Mark-to-Market |
| 2026-03-18 | 2026-04-10 | Interest | 100% | $1.00 | $1.00 | 0.27% | Interest Income |
| 2026-01-07 | 2026-03-18 | Completed | 100% | $1,075.21 | $925.00 | -13.97% | Stop |
| 2025-12-05 | 2026-01-07 | Interest | 100% | $1.00 | $1.00 | 0.34% | Interest Income |
| 2025-12-01 | 2025-12-05 | Completed | 100% | $1,072.59 | $1,022.13 | -4.70% | Signal |
| 2025-11-06 | 2025-12-01 | Interest | 100% | $1.00 | $1.00 | 0.25% | Interest Income |
| 2025-09-02 | 2025-11-06 | Completed | 100% | $725.71 | $925.10 | 27.47% | Signal |
| 2025-08-08 | 2025-09-02 | Interest | 100% | $1.00 | $1.00 | 0.27% | Interest Income |
| 2025-06-03 | 2025-08-08 | Completed | 100% | $742.28 | $651.52 | -12.23% | Stop |
| 2025-05-09 | 2025-06-03 | Interest | 100% | $1.00 | $1.00 | 0.28% | Interest Income |
| 2025-04-24 | 2025-05-09 | Completed | 100% | $829.86 | $746.48 | -10.05% | Stop |
| 2025-04-01 | 2025-04-24 | Interest | 100% | $1.00 | $1.00 | 0.27% | Interest Income |
| 2024-11-22 | 2025-04-01 | Completed | 100% | $750.19 | $812.58 | 8.32% | Stop |
| 2024-10-31 | 2024-11-22 | Interest | 100% | $1.00 | $1.00 | 0.27% | Interest Income |
| 2024-08-19 | 2024-10-31 | Completed | 100% | $912.26 | $827.56 | -9.28% | Stop |
| 2024-07-26 | 2024-08-19 | Interest | 100% | $1.00 | $1.00 | 0.25% | Interest Income |
| 2023-02-28 | 2024-07-26 | Completed | 100% | $308.57 | $802.07 | 159.93% | Stop |
| 2023-02-03 | 2023-02-28 | Interest | 100% | $1.00 | $1.00 | 0.24% | Interest Income |
| 2022-02-16 | 2023-02-03 | Completed | 100% | $234.28 | $324.59 | 38.55% | Stop |
| 2022-01-25 | 2022-02-16 | Interest | 100% | $1.00 | $1.00 | 0.12% | Interest Income |
| 2021-10-11 | 2022-01-25 | Completed | 100% | $226.91 | $227.75 | 0.37% | Stop |
| 2021-09-17 | 2021-10-11 | Interest | 100% | $1.00 | $1.00 | 0.09% | Interest Income |
| 2021-04-19 | 2021-09-17 | Completed | 100% | $180.03 | $220.21 | 22.32% | Stop |
| 2021-03-25 | 2021-04-19 | Interest | 100% | $1.00 | $1.00 | 0.11% | Interest Income |
| 2020-11-11 | 2021-03-25 | Completed | 100% | $139.27 | $172.20 | 23.64% | Stop |
| 2020-10-20 | 2020-11-11 | Interest | 100% | $1.00 | $1.00 | 0.05% | Interest Income |
| 2020-03-24 | 2020-10-20 | Completed | 100% | $115.06 | $135.12 | 17.44% | Stop |
| 2020-03-02 | 2020-03-24 | Interest | 100% | $1.00 | $1.00 | 0.06% | Interest Income |
| 2019-07-09 | 2020-03-02 | Completed | 100% | $102.71 | $119.26 | 16.11% | Stop |
| 2019-06-14 | 2019-07-09 | Interest | 100% | $1.00 | $1.00 | 0.13% | Interest Income |
| 2018-03-06 | 2019-06-14 | Completed | 100% | $69.50 | $102.97 | 48.16% | Stop |
| 2018-02-09 | 2018-03-06 | Interest | 100% | $1.00 | $1.00 | 0.18% | Interest Income |
| 2017-06-22 | 2018-02-09 | Completed | 100% | $72.47 | $66.50 | -8.24% | Stop |
| 2016-11-25 | 2017-06-22 | Interest | 100% | $1.00 | $1.01 | 1.34% | Interest Income |
| 2016-03-01 | 2016-11-25 | Completed | 100% | $61.50 | $59.17 | -3.78% | Stop |
| 2016-02-05 | 2016-03-01 | Interest | 100% | $1.00 | $1.00 | 0.11% | Interest Income |
| 2015-11-13 | 2016-02-05 | Completed | 100% | $66.98 | $62.36 | -6.90% | Stop |
| 2015-10-22 | 2015-11-13 | Interest | 100% | $1.00 | $1.00 | 0.14% | Interest Income |
| 2013-07-18 | 2015-10-22 | Completed | 100% | $39.39 | $64.52 | 63.83% | Stop |
| 2013-06-25 | 2013-07-18 | Interest | 100% | $1.00 | $1.00 | 0.16% | Interest Income |
| 2012-12-11 | 2013-06-25 | Completed | 100% | $38.37 | $38.54 | 0.45% | Stop |
| 2012-11-16 | 2012-12-11 | Interest | 100% | $1.00 | $1.00 | 0.10% | Interest Income |
| 2010-08-06 | 2012-11-16 | Completed | 100% | $24.64 | $35.15 | 42.65% | Stop |
| 2010-06-18 | 2010-08-06 | Interest | 100% | $1.00 | $1.00 | 0.40% | Interest Income |
| 2010-06-16 | 2010-06-18 | Completed | 100% | $23.07 | $23.33 | 1.14% | Signal |
| 2010-03-22 | 2010-06-16 | Interest | 100% | $1.00 | $1.01 | 0.84% | Interest Income |
| 2010-03-18 | 2010-03-22 | Completed | 100% | $23.95 | $24.01 | 0.25% | Signal |
| 2009-01-07 | 2010-03-18 | Interest | 100% | $1.00 | $1.04 | 4.00% | Interest Income |
| 2009-01-05 | 2009-01-07 | Completed | 100% | $25.11 | $24.18 | -3.67% | Signal |
| 2008-04-17 | 2009-01-05 | Interest | 100% | $1.00 | $1.03 | 2.62% | Interest Income |
| 2008-04-09 | 2008-04-17 | Completed | 100% | $31.28 | $31.32 | 0.13% | Signal |
| 2008-03-17 | 2008-04-09 | Interest | 100% | $1.00 | $1.00 | 0.22% | Interest Income |
| 2008-01-15 | 2008-03-17 | Completed | 100% | $33.82 | $27.99 | -17.26% | Stop |
| 2007-11-01 | 2008-01-15 | Interest | 100% | $1.00 | $1.01 | 0.80% | Interest Income |
| 2007-06-05 | 2007-11-01 | Completed | 100% | $34.57 | $31.58 | -8.65% | Signal |
| 2007-04-12 | 2007-06-05 | Interest | 100% | $1.00 | $1.01 | 0.68% | Interest Income |
| 2007-04-10 | 2007-04-12 | Completed | 100% | $32.14 | $32.25 | 0.32% | Signal |
| 2005-12-22 | 2007-04-10 | Interest | 100% | $1.00 | $1.06 | 6.15% | Interest Income |
| 2005-12-20 | 2005-12-22 | Completed | 100% | $32.21 | $31.82 | -1.21% | Signal |
| 2005-02-04 | 2005-12-20 | Interest | 100% | $1.00 | $1.04 | 3.76% | Interest Income |
| 2004-11-04 | 2005-02-04 | Completed | 100% | $30.71 | $29.73 | -3.21% | Signal |
| 2004-10-13 | 2004-11-04 | Interest | 100% | $1.00 | $1.00 | 0.25% | Interest Income |
| 2004-08-12 | 2004-10-13 | Completed | 100% | $33.70 | $30.86 | -8.43% | Stop |
| 2004-07-21 | 2004-08-12 | Interest | 100% | $1.00 | $1.00 | 0.28% | Interest Income |
| 2004-01-30 | 2004-07-21 | Completed | 100% | $36.45 | $34.84 | -4.41% | Stop |
| 2002-01-09 | 2004-01-30 | Interest | 100% | $1.00 | $1.09 | 9.03% | Interest Income |
| 2001-07-23 | 2002-01-09 | Completed | 100% | $39.64 | $38.60 | -2.63% | Signal |
| 2001-06-28 | 2001-07-23 | Interest | 100% | $1.00 | $1.00 | 0.33% | Interest Income |
| 2001-02-23 | 2001-06-28 | Completed | 100% | $37.63 | $37.51 | -0.32% | Stop |
| 2001-01-31 | 2001-02-23 | Interest | 100% | $1.00 | $1.00 | 0.32% | Interest Income |
| 2000-12-13 | 2001-01-31 | Completed | 100% | $46.51 | $40.19 | -13.58% | Stop |
| 2000-06-23 | 2000-12-13 | Interest | 100% | $1.00 | $1.03 | 2.73% | Interest Income |
| 2000-06-15 | 2000-06-23 | Completed | 100% | $41.43 | $42.28 | 2.04% | Signal |
| 2000-01-31 | 2000-06-15 | Interest | 100% | $1.00 | $1.02 | 2.33% | Interest Income |
| 2000-01-04 | 2000-01-31 | Completed | 100% | $31.90 | $32.74 | 2.63% | Signal |
| 1999-12-10 | 2000-01-04 | Interest | 100% | $1.00 | $1.00 | 0.39% | Interest Income |
| 1999-10-14 | 1999-12-10 | Completed | 100% | $34.56 | $32.90 | -4.81% | Stop |
| 1999-09-22 | 1999-10-14 | Interest | 100% | $1.00 | $1.00 | 0.37% | Interest Income |
| 1999-08-25 | 1999-09-22 | Completed | 100% | $36.14 | $32.98 | -8.73% | Stop |
| 1999-08-03 | 1999-08-25 | Interest | 100% | $1.00 | $1.00 | 0.37% | Interest Income |
| 1999-06-18 | 1999-08-03 | Completed | 100% | $34.90 | $32.43 | -7.07% | Stop |
| 1999-05-26 | 1999-06-18 | Interest | 100% | $1.00 | $1.00 | 0.36% | Interest Income |
| 1999-04-16 | 1999-05-26 | Completed | 100% | $39.98 | $33.91 | -15.19% | Stop |
| 1999-03-24 | 1999-04-16 | Interest | 100% | $1.00 | $1.00 | 0.32% | Interest Income |
| 1999-02-04 | 1999-03-24 | Completed | 100% | $44.87 | $41.37 | -7.82% | Stop |
| 1999-01-12 | 1999-02-04 | Interest | 100% | $1.00 | $1.00 | 0.29% | Interest Income |
| 1998-11-02 | 1999-01-12 | Completed | 100% | $39.60 | $37.70 | -4.80% | Stop |
| 1998-10-09 | 1998-11-02 | Interest | 100% | $1.00 | $1.00 | 0.29% | Interest Income |
| 1998-09-24 | 1998-10-09 | Completed | 100% | $38.81 | $34.86 | -10.17% | Stop |
| 1998-09-01 | 1998-09-24 | Interest | 100% | $1.00 | $1.00 | 0.30% | Interest Income |
| 1998-06-24 | 1998-09-01 | Completed | 100% | $32.29 | $32.78 | 1.53% | Stop |
| 1998-06-02 | 1998-06-24 | Interest | 100% | $1.00 | $1.00 | 0.34% | Interest Income |
| 1998-03-12 | 1998-06-02 | Completed | 100% | $32.46 | $30.12 | -7.21% | Stop |
| 1998-02-18 | 1998-03-12 | Interest | 100% | $1.00 | $1.00 | 0.35% | Interest Income |
| 1997-05-02 | 1998-02-18 | Completed | 100% | $20.87 | $29.49 | 41.26% | Stop |
| 1997-04-10 | 1997-05-02 | Interest | 100% | $1.00 | $1.00 | 0.42% | Interest Income |
| 1996-08-08 | 1997-04-10 | Completed | 100% | $13.74 | $19.25 | 40.08% | Stop |
| 1996-07-17 | 1996-08-08 | Interest | 100% | $1.00 | $1.00 | 0.42% | Interest Income |
| 1996-05-10 | 1996-07-17 | Completed | 100% | $13.16 | $13.60 | 3.31% | Stop |
| 1996-04-18 | 1996-05-10 | Interest | 100% | $1.00 | $1.00 | 0.41% | Interest Income |
| 1994-08-31 | 1996-04-18 | Completed | 100% | $6.21 | $13.51 | 117.65% | Stop |
| 1993-12-31 | 1994-08-31 | Interest | 100% | $1.00 | $1.04 | 4.45% | Interest Income |
| 1993-12-29 | 1993-12-31 | Completed | 100% | $6.47 | $6.45 | -0.21% | Signal |
| 1993-11-15 | 1993-12-29 | Interest | 100% | $1.00 | $1.01 | 0.67% | Interest Income |
| 1993-11-11 | 1993-11-15 | Completed | 100% | $6.22 | $6.14 | -1.30% | Signal |
| 1992-02-24 | 1993-11-11 | Interest | 100% | $1.00 | $1.11 | 11.39% | Interest Income |
| 1991-08-05 | 1992-02-24 | Completed | 100% | $7.77 | $7.32 | -5.75% | Stop |
| 1991-07-12 | 1991-08-05 | Interest | 100% | $1.00 | $1.01 | 0.50% | Interest Income |
| 1990-11-26 | 1991-07-12 | Completed | 100% | $6.79 | $7.00 | 2.96% | Stop |
| 1990-11-01 | 1990-11-26 | Interest | 100% | $1.00 | $1.01 | 0.52% | Interest Income |
| 1990-08-30 | 1990-11-01 | Completed | 100% | $7.32 | $6.45 | -11.88% | Stop |
| 1990-08-08 | 1990-08-30 | Interest | 100% | $1.00 | $1.01 | 0.54% | Interest Income |
| 1989-04-12 | 1990-08-08 | Completed | 100% | $4.94 | $7.40 | 49.81% | Stop |
| 1988-05-19 | 1989-04-12 | Interest | 100% | $1.00 | $1.07 | 7.09% | Interest Income |
| 1987-12-23 | 1988-05-19 | Completed | 100% | $3.56 | $3.32 | -6.81% | Stop |
| 1987-12-01 | 1987-12-23 | Interest | 100% | $1.00 | $1.00 | 0.49% | Interest Income |
| 1987-11-06 | 1987-12-01 | Completed | 100% | $3.46 | $3.07 | -11.07% | Stop |
| 1987-10-15 | 1987-11-06 | Interest | 100% | $1.00 | $1.00 | 0.49% | Interest Income |
| 1987-06-11 | 1987-10-15 | Completed | 100% | $4.18 | $3.90 | -6.71% | Stop |
| 1987-05-19 | 1987-06-11 | Interest | 100% | $1.00 | $1.00 | 0.49% | Interest Income |
| 1986-10-06 | 1987-05-19 | Completed | 100% | $3.02 | $3.82 | 26.23% | Stop |
| 1986-09-12 | 1986-10-06 | Interest | 100% | $1.00 | $1.00 | 0.49% | Interest Income |
| 1985-05-01 | 1986-09-12 | Completed | 100% | $1.59 | $2.92 | 83.32% | Stop |
| 1984-07-19 | 1985-05-01 | Interest | 100% | $1.00 | $1.06 | 6.19% | Interest Income |
| 1984-01-20 | 1984-07-19 | Completed | 100% | $1.19 | $1.11 | -6.73% | Stop |
| 1983-12-28 | 1984-01-20 | Interest | 100% | $1.00 | $1.00 | 0.49% | Interest Income |
| 1983-03-08 | 1983-12-28 | Completed | 100% | $1.25 | $1.13 | -9.45% | Stop |
| 1983-01-21 | 1983-03-08 | Interest | 100% | $1.00 | $1.01 | 0.94% | Interest Income |
| 1983-01-19 | 1983-01-21 | Completed | 100% | $1.20 | $1.18 | -2.34% | Signal |
| 1982-03-19 | 1983-01-19 | Interest | 100% | $1.00 | $1.07 | 6.64% | Interest Income |
| 1981-10-20 | 1982-03-19 | Completed | 100% | $0.85 | $0.98 | 15.30% | Signal |
| 1981-09-28 | 1981-10-20 | Interest | 100% | $1.00 | $1.00 | 0.49% | Interest Income |
| 1981-08-20 | 1981-09-28 | Completed | 100% | $0.97 | $0.83 | -14.65% | Stop |
| 1981-07-29 | 1981-08-20 | Interest | 100% | $1.00 | $1.00 | 0.49% | Interest Income |
| 1981-05-11 | 1981-07-29 | Completed | 100% | $1.09 | $0.98 | -10.28% | Stop |
| 1980-12-26 | 1981-05-11 | Interest | 100% | $1.00 | $1.03 | 2.86% | Interest Income |
| 1980-12-23 | 1980-12-26 | Completed | 100% | $1.05 | $1.05 | -0.00% | Signal |
| 1980-10-15 | 1980-12-23 | Interest | 100% | $1.00 | $1.01 | 1.44% | Interest Income |
| 1980-10-08 | 1980-10-15 | Completed | 100% | $0.92 | $0.88 | -4.40% | Signal |
| 1980-09-16 | 1980-10-08 | Interest | 100% | $1.00 | $1.00 | 0.49% | Interest Income |
| 1980-03-05 | 1980-09-16 | Completed | 100% | $0.84 | $0.84 | -0.66% | Stop |
| 1980-02-11 | 1980-03-05 | Interest | 100% | $1.00 | $1.00 | 0.49% | Interest Income |
| 1978-11-20 | 1980-02-11 | Completed | 100% | $0.71 | $0.90 | 25.72% | Stop |
| 1978-10-27 | 1978-11-20 | Interest | 100% | $1.00 | $1.00 | 0.49% | Interest Income |
| 1978-09-25 | 1978-10-27 | Completed | 100% | $0.75 | $0.67 | -11.02% | Stop |
| 1975-05-08 | 1978-09-25 | Interest | 100% | $1.00 | $1.30 | 29.55% | Interest Income |
| 1975-05-06 | 1975-05-08 | Completed | 100% | $1.02 | $1.03 | 1.05% | Signal |
| 1975-02-13 | 1975-05-06 | Interest | 100% | $1.00 | $1.02 | 1.71% | Interest Income |
| 1975-02-11 | 1975-02-13 | Completed | 100% | $0.98 | $1.00 | 2.55% | Signal |
| 1974-08-14 | 1975-02-11 | Interest | 100% | $1.00 | $1.04 | 3.83% | Interest Income |
Return Distribution Analysis
