+17,561.1%
LLY vs TGT
+6,379.3%
+11,181.8%
-68.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TGT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +0.3% | -1.1% | -0.9% |
| 7D | -2.1% | +0.8% | -2.9% | -2.3% |
| 30D | -1.6% | +12.2% | -13.8% | -4.2% |
| 3M | +2.3% | +33.8% | -31.5% | -4.5% |
| 6M | +14.9% | +39.3% | -24.4% | +6.2% |
| YTD | +7.5% | +72.9% | -65.4% | -5.6% |
| 1Y | +55.7% | +84.6% | -28.9% | +34.3% |
| 3Y | +110.6% | +46.2% | +64.4% | +84.4% |
| 5Y | +363.4% | -21.3% | +384.8% | +355.7% |
| 10Y | +1,649.0% | +213.5% | +1,435.4% | +1,067.4% |
| All | +17,561.1% | +6,379.3% | +11,181.8% | +4,570.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling