+38.4%
LLY vs TER
-38.4%
+76.8%
-12.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | TER | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.8% | -15.2% | +11.5% | -5.2% |
| 7D | -0.7% | -28.2% | +27.5% | -4.0% |
| 30D | +17.9% | -50.6% | +68.5% | +9.8% |
| 3M | +16.8% | -45.3% | +62.2% | +10.1% |
| 6M | +38.4% | -40.4% | +78.8% | +29.2% |
| All | +38.4% | -38.4% | +76.8% | +29.2% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling