+1,549.9%
LLY vs TDY
+479.2%
+1,070.7%
-34.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +1.2% | -1.9% | -0.9% |
| 7D | -2.9% | -1.1% | -1.8% | -2.7% |
| 30D | -8.4% | -12.0% | +3.6% | -5.6% |
| 3M | -3.8% | -3.2% | -0.6% | -3.3% |
| 6M | +11.9% | -7.9% | +19.8% | +13.8% |
| YTD | +4.3% | +18.2% | -13.9% | -0.6% |
| 1Y | +48.5% | +6.7% | +41.8% | +44.8% |
| 3Y | +91.2% | +47.5% | +43.7% | +70.7% |
| 5Y | +387.5% | +39.5% | +348.0% | +336.1% |
| All | +1,549.9% | +479.2% | +1,070.7% | +885.0% |
Cumulative growth
Daily Returns
Daily percentage return beside TDY.
Daily Out/Under-Performance
Portfolio return minus TDY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TDY 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 10y: compounded portfolio wealth divided by compounded TDY 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…
10y analysis · Full analysis span regression · 6 months rolling