+110.2%
LLY vs THC
+238.5%
-128.3%
-34.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | THC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +0.6% | -1.5% | -1.0% |
| 7D | -2.1% | -0.7% | -1.5% | -2.1% |
| 30D | -1.6% | +1.3% | -2.9% | -1.8% |
| 3M | +2.3% | +64.2% | -62.0% | -3.8% |
| 6M | +14.9% | +8.3% | +6.6% | +13.1% |
| YTD | +7.5% | +33.4% | -25.9% | +3.3% |
| 1Y | +55.7% | +37.7% | +18.0% | +48.5% |
| All | +110.2% | +238.5% | -128.3% | +79.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling