+132.2%
LLY vs THC
+413.3%
-281.1%
-34.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | THC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -1.1% | +0.3% | -0.6% |
| 7D | -4.5% | +3.7% | -8.2% | -5.0% |
| 30D | +13.9% | +9.0% | +4.9% | +12.5% |
| 3M | +13.8% | +10.4% | +3.4% | +12.1% |
| 6M | +37.6% | +45.7% | -8.1% | +30.4% |
| YTD | +26.6% | +42.6% | -16.0% | +20.1% |
| 1Y | +45.3% | +38.8% | +6.6% | +38.3% |
| 3Y | +132.2% | +418.8% | -286.6% | +76.3% |
| All | +132.2% | +413.3% | -281.1% | +76.3% |
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