+159.9%
LLY vs TLN
+602.5%
-442.5%
-34.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TLN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | +2.8% | -5.0% | -2.4% |
| 7D | -3.1% | +10.9% | -14.0% | -3.8% |
| 30D | -5.1% | -6.3% | +1.2% | -4.8% |
| 3M | -2.1% | -10.7% | +8.6% | -1.8% |
| 6M | +13.8% | +1.6% | +12.2% | +12.5% |
| YTD | +5.1% | -13.1% | +18.2% | +4.8% |
| 1Y | +53.1% | -15.1% | +68.2% | +52.6% |
| 3Y | +95.6% | +495.0% | -399.4% | +31.3% |
| All | +159.9% | +602.5% | -442.5% | +81.5% |
Cumulative growth
Daily Returns
Daily percentage return beside TLN.
Daily Out/Under-Performance
Portfolio return minus TLN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TLN 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 TLN 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