+2,024.1%
LLY vs TER
+993.6%
+1,030.6%
-34.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TER | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -0.2% | +1.7% | +1.5% |
| 7D | +1.6% | -8.9% | +10.5% | +2.4% |
| 30D | +21.5% | -39.1% | +60.5% | +26.8% |
| 3M | +16.4% | -32.8% | +49.2% | +19.6% |
| 6M | +51.5% | -31.7% | +83.2% | +52.5% |
| YTD | +33.9% | +26.9% | +7.0% | +22.3% |
| 1Y | +49.1% | +33.6% | +15.5% | +34.9% |
| 3Y | +144.6% | +181.5% | -36.9% | +91.3% |
| 5Y | +466.3% | +76.1% | +390.2% | +362.6% |
| 10Y | +2,024.1% | +1,006.2% | +1,017.9% | +1,182.1% |
| All | +2,024.1% | +993.6% | +1,030.6% | +1,182.1% |
Cumulative growth
Daily Returns
Daily percentage return beside TER.
Daily Out/Under-Performance
Portfolio return minus TER return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TER 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 TER 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