+37.6%
LLY vs TER
-40.7%
+78.3%
-12.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | TER | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +2.6% | -3.4% | -0.5% |
| 7D | -4.5% | -20.5% | +16.0% | -6.7% |
| 30D | +13.9% | -47.0% | +60.9% | +6.7% |
| 3M | +13.8% | -43.3% | +57.0% | +7.6% |
| 6M | +37.6% | -42.9% | +80.5% | +29.1% |
| All | +37.6% | -40.7% | +78.3% | +29.1% |
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 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