+21,831.6%
LLY vs TGT
+6,284.4%
+15,547.2%
-68.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TGT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -1.1% | +0.4% | -0.4% |
| 7D | +4.6% | +2.6% | +2.0% | +4.0% |
| 30D | +22.4% | +6.6% | +15.7% | +20.6% |
| 3M | +17.1% | +5.2% | +11.9% | +15.7% |
| 6M | +44.6% | +35.3% | +9.3% | +34.6% |
| YTD | +33.5% | +70.3% | -36.9% | +17.5% |
| 1Y | +41.1% | +81.2% | -40.0% | +22.3% |
| 3Y | +143.8% | +66.9% | +76.8% | +106.9% |
| 5Y | +473.4% | -27.2% | +500.5% | +474.3% |
| 10Y | +2,035.0% | +206.6% | +1,828.4% | +1,331.9% |
| All | +21,831.6% | +6,284.4% | +15,547.2% | +5,715.1% |
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 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