+20,870.5%
LLY vs THC
+558.0%
+20,312.5%
-68.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | THC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.8% | -2.0% | -1.8% | -3.6% |
| 7D | -0.7% | +5.9% | -6.5% | -1.2% |
| 30D | +17.9% | +10.8% | +7.1% | +16.7% |
| 3M | +16.8% | +9.4% | +7.4% | +15.7% |
| 6M | +38.4% | +53.3% | -14.8% | +32.2% |
| YTD | +27.6% | +44.2% | -16.5% | +22.2% |
| 1Y | +48.3% | +37.3% | +11.0% | +42.6% |
| 3Y | +145.4% | +421.6% | -276.2% | +104.3% |
| 5Y | +438.9% | +279.8% | +159.1% | +352.1% |
| 10Y | +2,101.6% | +1,513.9% | +587.8% | +1,345.5% |
| All | +20,870.5% | +558.0% | +20,312.5% | +11,278.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling