+110.2%
LLY vs TER
+234.6%
-124.4%
-34.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TER | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +5.5% | -6.4% | -1.2% |
| 7D | -2.1% | +0.6% | -2.8% | -2.2% |
| 30D | -1.6% | -8.3% | +6.7% | -1.3% |
| 3M | +2.3% | -12.2% | +14.5% | +2.0% |
| 6M | +14.9% | +17.1% | -2.2% | +10.5% |
| YTD | +7.5% | +84.7% | -77.2% | -2.1% |
| 1Y | +55.7% | +199.9% | -144.2% | +32.6% |
| All | +110.2% | +234.6% | -124.4% | +69.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling