+21,985.5%
LLY vs TGT
+6,355.9%
+15,629.6%
-68.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TGT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +0.6% | -0.2% | +0.2% |
| 7D | +1.4% | +0.5% | +0.9% | +1.3% |
| 30D | +21.5% | +6.7% | +14.9% | +19.8% |
| 3M | +18.5% | +8.4% | +10.0% | +16.2% |
| 6M | +49.1% | +40.7% | +8.4% | +37.6% |
| YTD | +34.4% | +72.2% | -37.8% | +18.0% |
| 1Y | +46.3% | +86.2% | -39.9% | +26.1% |
| 3Y | +145.5% | +68.8% | +76.7% | +107.8% |
| 5Y | +472.7% | -25.2% | +497.9% | +469.9% |
| 10Y | +2,050.0% | +210.0% | +1,839.9% | +1,338.4% |
| All | +21,985.5% | +6,355.9% | +15,629.6% | +5,741.2% |
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