+21,908.6%
LLY vs TAP
+813.1%
+21,095.5%
-68.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +0.3% | +1.1% | +1.4% |
| 7D | +1.6% | -4.5% | +6.1% | +2.4% |
| 30D | +21.5% | +7.5% | +14.0% | +19.9% |
| 3M | +16.4% | -4.9% | +21.3% | +17.2% |
| 6M | +51.5% | -3.5% | +55.0% | +51.8% |
| YTD | +33.9% | -11.4% | +45.3% | +35.8% |
| 1Y | +49.1% | -10.8% | +59.9% | +51.0% |
| 3Y | +144.6% | -24.5% | +169.1% | +151.7% |
| 5Y | +466.3% | +2.5% | +463.9% | +448.3% |
| 10Y | +2,024.1% | -47.6% | +2,071.7% | +2,118.8% |
| All | +21,908.6% | +813.1% | +21,095.5% | +14,733.5% |
Cumulative growth
Daily Returns
Daily percentage return beside TAP.
Daily Out/Under-Performance
Portfolio return minus TAP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TAP 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 TAP 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