+1,005.1%
LLY vs TE
-76.6%
+1,081.7%
-34.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | -3.0% | +7.2% | +4.3% |
| 7D | +0.1% | -10.5% | +10.6% | +0.1% |
| 30D | +19.7% | -32.4% | +52.2% | +19.7% |
| 3M | +19.3% | -60.9% | +80.1% | +19.2% |
| 6M | +49.3% | -62.8% | +112.2% | +49.0% |
| YTD | +32.0% | -65.7% | +97.7% | +31.4% |
| 1Y | +53.7% | -39.9% | +93.6% | +51.1% |
| 3Y | +143.7% | +10.6% | +133.1% | +132.6% |
| 5Y | +463.9% | -79.7% | +543.6% | +457.1% |
| All | +1,005.1% | -76.6% | +1,081.7% | +1,137.5% |
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