+2,049.9%
LLY vs TER
+1,093.5%
+956.5%
-34.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TER | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +8.3% | -8.0% | -0.5% |
| 7D | +1.4% | +5.9% | -4.5% | +0.6% |
| 30D | +21.5% | -30.8% | +52.3% | +25.3% |
| 3M | +18.5% | -29.9% | +48.4% | +21.3% |
| 6M | +49.1% | -27.5% | +76.6% | +49.3% |
| YTD | +34.4% | +37.5% | -3.1% | +21.7% |
| 1Y | +46.3% | +50.3% | -4.0% | +30.6% |
| 3Y | +145.5% | +204.9% | -59.4% | +90.4% |
| 5Y | +472.7% | +89.2% | +383.5% | +364.6% |
| 10Y | +2,049.9% | +1,077.0% | +973.0% | +1,185.5% |
| All | +2,049.9% | +1,093.5% | +956.5% | +1,185.5% |
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