+779.7%
LLY vs TE
-48.3%
+827.9%
-34.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | +10.0% | -12.2% | -2.2% |
| 7D | -3.1% | +18.2% | -21.3% | -3.1% |
| 30D | -5.1% | -13.5% | +8.4% | -5.1% |
| 3M | -2.1% | -44.6% | +42.5% | -1.9% |
| 6M | +13.8% | -24.7% | +38.5% | +13.7% |
| YTD | +5.1% | -24.3% | +29.3% | +4.7% |
| 1Y | +53.1% | +155.6% | -102.4% | +48.6% |
| 3Y | +95.6% | -18.3% | +113.9% | +93.5% |
| 5Y | +361.5% | -41.3% | +402.8% | +350.6% |
| All | +779.7% | -48.3% | +827.9% | +885.9% |
Cumulative growth
Daily Returns
Daily percentage return beside TE.
Daily Out/Under-Performance
Portfolio return minus TE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TE 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 TE 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