+2,043.2%
LLY vs TER
+897.7%
+1,145.5%
-34.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TER | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +2.6% | -3.4% | -1.0% |
| 7D | -4.5% | -20.5% | +16.0% | -2.5% |
| 30D | +13.9% | -47.0% | +60.9% | +20.6% |
| 3M | +13.8% | -43.3% | +57.0% | +18.9% |
| 6M | +37.6% | -42.9% | +80.5% | +41.3% |
| YTD | +26.6% | +12.9% | +13.7% | +17.0% |
| 1Y | +45.3% | +18.2% | +27.2% | +33.1% |
| 3Y | +132.2% | +151.8% | -19.6% | +83.6% |
| 5Y | +434.7% | +54.2% | +380.4% | +343.0% |
| All | +2,043.2% | +897.7% | +1,145.5% | +1,193.3% |
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