+1,247.8%
LLY vs TENB
+3.0%
+1,244.8%
-34.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TENB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.7% | -0.2% | -0.8% |
| 7D | -2.1% | -9.1% | +6.9% | -1.4% |
| 30D | -1.6% | -4.9% | +3.2% | -1.4% |
| 3M | +2.3% | +16.9% | -14.6% | +0.2% |
| 6M | +14.9% | +68.0% | -53.1% | +8.3% |
| YTD | +7.5% | +45.6% | -38.1% | +2.5% |
| 1Y | +55.7% | +12.7% | +42.9% | +52.3% |
| 3Y | +110.6% | -24.4% | +135.0% | +112.2% |
| 5Y | +363.4% | -26.7% | +390.1% | +354.6% |
| All | +1,247.8% | +3.0% | +1,244.8% | +1,055.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling