+144.6%
LLY vs TER
+188.4%
-43.8%
-34.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TER | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -0.2% | +1.7% | +1.5% |
| 7D | +1.6% | -8.9% | +10.5% | +1.8% |
| 30D | +21.5% | -39.1% | +60.5% | +23.4% |
| 3M | +16.4% | -32.8% | +49.2% | +17.3% |
| 6M | +51.5% | -31.7% | +83.2% | +50.3% |
| YTD | +33.9% | +26.9% | +7.0% | +23.6% |
| 1Y | +49.1% | +33.6% | +15.5% | +36.6% |
| 3Y | +144.6% | +181.5% | -36.9% | +121.1% |
| All | +144.6% | +188.4% | -43.8% | +121.1% |
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