+390.2%
LLY vs TENB
-26.8%
+417.0%
-34.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TENB | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.1% | +0.1% | 0.0% |
| 7D | -3.1% | -1.7% | -1.4% | -3.0% |
| 30D | -8.6% | -8.3% | -0.4% | -8.3% |
| 3M | -1.6% | +26.2% | -27.8% | -3.4% |
| 6M | +11.8% | +60.2% | -48.3% | +8.0% |
| YTD | +5.1% | +43.1% | -38.0% | +2.3% |
| 1Y | +50.7% | +9.4% | +41.4% | +49.7% |
| 3Y | +95.7% | -23.9% | +119.5% | +98.1% |
| 5Y | +390.2% | -28.2% | +418.4% | +374.2% |
| All | +390.2% | -26.8% | +417.0% | +374.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling