+57.3%
LLY vs TKO
+5.6%
+51.7%
-23.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TKO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +3.4% | -2.7% | -0.1% |
| 7D | +10.1% | +11.3% | -1.2% | +7.7% |
| 30D | +24.0% | +9.3% | +14.8% | +21.7% |
| 3M | +27.3% | +5.3% | +22.0% | +25.6% |
| 6M | +47.0% | +4.9% | +42.1% | +46.1% |
| YTD | +32.6% | -6.3% | +38.9% | +32.3% |
| 1Y | +57.3% | +4.9% | +52.4% | +56.1% |
| All | +57.3% | +5.6% | +51.7% | +56.1% |
Cumulative growth
Daily Returns
Daily percentage return beside TKO.
Daily Out/Under-Performance
Portfolio return minus TKO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TKO 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 1y: compounded portfolio wealth divided by compounded TKO 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…
1y analysis · Full analysis span regression · 6 months rolling