+1,585.5%
LLY vs TENB
+29.2%
+1,556.3%
-34.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TENB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +2.3% | -2.0% | +0.2% |
| 7D | +1.4% | -9.3% | +10.7% | +2.1% |
| 30D | +21.5% | +5.3% | +16.2% | +20.9% |
| 3M | +18.5% | +13.5% | +5.0% | +16.7% |
| 6M | +49.1% | +101.5% | -52.4% | +38.5% |
| YTD | +34.4% | +82.4% | -48.1% | +25.5% |
| 1Y | +46.3% | +53.0% | -6.7% | +39.0% |
| 3Y | +145.5% | +14.8% | +130.7% | +137.9% |
| 5Y | +472.7% | -21.2% | +493.8% | +461.4% |
| All | +1,585.5% | +29.2% | +1,556.3% | +1,313.3% |
Cumulative growth
Daily Returns
Daily percentage return beside TENB.
Daily Out/Under-Performance
Portfolio return minus TENB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TENB 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 TENB 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