+3,061.8%
LLY vs TDY
+7,137.3%
-4,075.6%
-68.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +0.5% | -1.3% | -0.9% |
| 7D | -2.1% | -1.8% | -0.3% | -1.9% |
| 30D | -1.6% | -10.7% | +9.1% | -0.1% |
| 3M | +2.3% | -1.3% | +3.6% | +2.3% |
| 6M | +14.9% | -10.6% | +25.5% | +16.5% |
| YTD | +7.5% | +19.6% | -12.1% | +4.5% |
| 1Y | +55.7% | +11.6% | +44.1% | +52.6% |
| 3Y | +110.6% | +45.2% | +65.4% | +98.4% |
| 5Y | +363.4% | +36.1% | +327.4% | +338.2% |
| 10Y | +1,649.0% | +458.8% | +1,190.1% | +1,265.4% |
| All | +3,061.8% | +7,137.3% | -4,075.6% | +2,270.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling