+2,080.1%
LLY vs TKO
+1,121.1%
+959.0%
-34.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TKO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +0.7% | +0.6% | +1.2% |
| 7D | +6.7% | +2.3% | +4.4% | +6.5% |
| 30D | +19.6% | +13.4% | +6.2% | +17.8% |
| 3M | +19.7% | -1.7% | +21.4% | +19.9% |
| 6M | +42.7% | +7.2% | +35.5% | +41.4% |
| YTD | +35.1% | -5.4% | +40.5% | +35.5% |
| 1Y | +42.2% | +8.7% | +33.5% | +40.3% |
| 3Y | +140.8% | +150.4% | -9.6% | +115.9% |
| 5Y | +480.6% | +276.6% | +204.0% | +391.5% |
| All | +2,080.1% | +1,121.1% | +959.0% | +1,706.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling