+2,080.1%
LLY vs TER
+998.2%
+1,081.9%
-34.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TER | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -5.4% | +6.6% | +1.8% |
| 7D | +6.7% | +14.4% | -7.6% | +5.3% |
| 30D | +19.6% | -30.6% | +50.1% | +23.2% |
| 3M | +19.7% | -39.2% | +58.9% | +24.4% |
| 6M | +42.7% | -31.3% | +74.0% | +43.6% |
| YTD | +35.1% | +29.1% | +6.1% | +23.1% |
| 1Y | +42.2% | +47.4% | -5.2% | +26.9% |
| 3Y | +140.8% | +191.2% | -50.4% | +87.4% |
| 5Y | +480.6% | +74.0% | +406.6% | +375.4% |
| All | +2,080.1% | +998.2% | +1,081.9% | +1,210.7% |
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