+483.3%
LLY vs THC
+258.4%
+224.9%
-34.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | THC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -0.3% | +1.5% | +1.3% |
| 7D | +6.7% | +1.0% | +5.8% | +6.6% |
| 30D | +19.6% | +5.3% | +14.3% | +18.9% |
| 3M | +19.7% | +7.1% | +12.6% | +18.7% |
| 6M | +42.7% | +46.0% | -3.3% | +36.7% |
| YTD | +35.1% | +43.9% | -8.8% | +29.3% |
| 1Y | +42.2% | +45.4% | -3.3% | +35.8% |
| 3Y | +140.8% | +421.3% | -280.5% | +100.8% |
| All | +483.3% | +258.4% | +224.9% | +409.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling