+372.0%
LLY vs TE
-47.8%
+419.9%
-34.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +1.3% | -2.2% | -0.9% |
| 7D | -2.1% | -4.0% | +1.8% | -2.2% |
| 30D | -1.6% | -15.9% | +14.3% | -1.7% |
| 3M | +2.3% | -60.5% | +62.8% | +2.4% |
| 6M | +14.9% | -35.2% | +50.1% | +14.8% |
| YTD | +7.5% | -31.1% | +38.6% | +7.1% |
| 1Y | +55.7% | +148.6% | -93.0% | +51.6% |
| 3Y | +110.6% | -26.4% | +137.0% | +109.0% |
| All | +372.0% | -47.8% | +419.9% | +375.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling