+2,053.0%
LLY vs TER
+1,060.7%
+992.3%
-34.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TER | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.8% | +0.1% | -0.6% |
| 7D | +4.6% | +24.0% | -19.4% | +2.3% |
| 30D | +22.4% | -30.6% | +53.0% | +26.1% |
| 3M | +17.1% | -34.5% | +51.6% | +20.8% |
| 6M | +44.6% | -26.4% | +71.0% | +44.5% |
| YTD | +33.5% | +36.4% | -3.0% | +20.9% |
| 1Y | +41.1% | +47.4% | -6.3% | +26.2% |
| 3Y | +143.8% | +202.6% | -58.8% | +89.2% |
| 5Y | +473.4% | +83.9% | +389.5% | +367.1% |
| All | +2,053.0% | +1,060.7% | +992.3% | +1,187.8% |
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