+46.3%
LLY vs TGT
+86.6%
-40.3%
-23.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TGT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +0.6% | -0.2% | +0.2% |
| 7D | +1.4% | +0.5% | +0.9% | +1.2% |
| 30D | +21.5% | +6.7% | +14.9% | +20.0% |
| 3M | +18.5% | +8.4% | +10.0% | +16.7% |
| 6M | +49.1% | +40.7% | +8.4% | +41.7% |
| YTD | +34.4% | +72.2% | -37.8% | +25.9% |
| 1Y | +46.3% | +86.2% | -39.9% | +36.1% |
| All | +46.3% | +86.6% | -40.3% | +36.1% |
Cumulative growth
Daily Returns
Daily percentage return beside TGT.
Daily Out/Under-Performance
Portfolio return minus TGT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TGT 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 1y: compounded portfolio wealth divided by compounded TGT 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…
1y analysis · Full analysis span regression · 6 months rolling