+2,024.1%
LLY vs THC
+1,758.3%
+265.8%
-34.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | THC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +0.4% | +1.0% | +1.4% |
| 7D | +1.6% | +8.8% | -7.2% | +0.9% |
| 30D | +21.5% | +10.0% | +11.4% | +20.4% |
| 3M | +16.4% | +11.7% | +4.8% | +15.3% |
| 6M | +51.5% | +52.5% | -1.0% | +45.8% |
| YTD | +33.9% | +46.1% | -12.2% | +29.0% |
| 1Y | +49.1% | +49.1% | 0.0% | +43.3% |
| 3Y | +144.6% | +439.6% | -295.0% | +110.0% |
| 5Y | +466.3% | +263.2% | +203.2% | +392.6% |
| 10Y | +2,024.1% | +1,900.5% | +123.7% | +1,462.1% |
| All | +2,024.1% | +1,758.3% | +265.8% | +1,462.1% |
Cumulative growth
Daily Returns
Daily percentage return beside THC.
Daily Out/Under-Performance
Portfolio return minus THC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × THC 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 10y: compounded portfolio wealth divided by compounded THC 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…
10y analysis · Full analysis span regression · 6 months rolling