+1,031.2%
LLY vs TE
-80.5%
+1,111.6%
-34.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -3.0% | +4.3% | +1.3% |
| 7D | +6.7% | -19.1% | +25.8% | +6.7% |
| 30D | +19.6% | -34.1% | +53.7% | +19.5% |
| 3M | +19.7% | -60.1% | +79.8% | +19.6% |
| 6M | +42.7% | -66.0% | +108.7% | +42.3% |
| YTD | +35.1% | -71.4% | +106.5% | +34.5% |
| 1Y | +42.2% | -45.3% | +87.5% | +39.6% |
| 3Y | +140.8% | +9.1% | +131.6% | +128.9% |
| 5Y | +480.6% | -82.6% | +563.2% | +472.8% |
| All | +1,031.2% | -80.5% | +1,111.6% | +1,166.6% |
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