+3,233.3%
LLY vs TKO
+1,366.4%
+1,867.0%
-68.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TKO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -1.8% | +0.9% | -0.7% |
| 7D | -2.1% | +0.7% | -2.9% | -2.2% |
| 30D | -1.6% | +1.6% | -3.2% | -1.8% |
| 3M | +2.3% | -7.8% | +10.1% | +3.2% |
| 6M | +14.9% | -13.3% | +28.2% | +16.7% |
| YTD | +7.5% | -10.3% | +17.8% | +8.5% |
| 1Y | +55.7% | -0.6% | +56.3% | +55.0% |
| 3Y | +110.6% | +88.5% | +22.1% | +92.3% |
| 5Y | +363.4% | +284.7% | +78.7% | +284.1% |
| 10Y | +1,649.0% | +905.7% | +743.3% | +1,131.2% |
| All | +3,233.3% | +1,366.4% | +1,867.0% | +1,675.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling