+49.8%
LLY vs TKO
-2.5%
+52.2%
-23.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TKO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.8% | +0.6% | 0.0% |
| 7D | -3.2% | +0.1% | -3.3% | -3.2% |
| 30D | -7.4% | -2.6% | -4.8% | -7.1% |
| 3M | -1.0% | -7.8% | +6.7% | +0.1% |
| 6M | +12.5% | -7.0% | +19.5% | +12.7% |
| YTD | +5.0% | -8.5% | +13.5% | +5.2% |
| 1Y | +49.8% | -1.3% | +51.1% | +50.1% |
| All | +49.8% | -2.5% | +52.2% | +50.1% |
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