+1,573.8%
LLY vs TENB
+23.5%
+1,550.3%
-34.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TENB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -4.4% | +3.7% | -0.3% |
| 7D | +4.6% | -7.0% | +11.6% | +5.2% |
| 30D | +22.4% | -0.6% | +22.9% | +22.3% |
| 3M | +17.1% | +10.9% | +6.2% | +15.6% |
| 6M | +44.6% | +95.4% | -50.7% | +34.7% |
| YTD | +33.5% | +74.5% | -41.0% | +25.0% |
| 1Y | +41.1% | +49.2% | -8.1% | +34.3% |
| 3Y | +143.8% | +9.7% | +134.0% | +137.1% |
| 5Y | +473.4% | -24.6% | +498.0% | +464.1% |
| All | +1,573.8% | +23.5% | +1,550.3% | +1,308.5% |
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