+132.2%
LLY vs TE
-36.2%
+168.4%
-34.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +3.5% | -4.3% | -0.8% |
| 7D | -4.5% | -12.6% | +8.1% | -4.6% |
| 30D | +13.9% | -36.7% | +50.6% | +13.4% |
| 3M | +13.8% | -57.5% | +71.2% | +12.8% |
| 6M | +37.6% | -55.2% | +92.8% | +36.5% |
| YTD | +26.6% | -64.7% | +91.3% | +25.4% |
| 1Y | +45.3% | -35.9% | +81.2% | +42.8% |
| 3Y | +132.2% | -31.8% | +164.0% | +131.5% |
| All | +132.2% | -36.2% | +168.4% | +131.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling