+20,870.5%
LLY vs TER
+8,410.9%
+12,459.6%
-68.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TER | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.8% | -15.2% | +11.5% | -2.3% |
| 7D | -0.7% | -28.2% | +27.5% | +2.3% |
| 30D | +17.9% | -50.6% | +68.5% | +25.4% |
| 3M | +16.8% | -45.3% | +62.2% | +22.5% |
| 6M | +38.4% | -40.4% | +78.8% | +41.9% |
| YTD | +27.6% | +10.0% | +17.6% | +21.7% |
| 1Y | +48.3% | +13.6% | +34.7% | +40.8% |
| 3Y | +145.4% | +145.2% | +0.1% | +110.5% |
| 5Y | +438.9% | +50.4% | +388.6% | +377.2% |
| 10Y | +2,101.6% | +882.9% | +1,218.7% | +1,479.5% |
| All | +20,870.5% | +8,410.9% | +12,459.6% | +9,796.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling