+230.1%
LLY vs TLN
+733.8%
-503.7%
-34.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TLN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +2.1% | -2.8% | -0.8% |
| 7D | +4.6% | +22.3% | -17.7% | +3.4% |
| 30D | +22.4% | +1.2% | +21.2% | +22.1% |
| 3M | +17.1% | +5.9% | +11.2% | +16.4% |
| 6M | +44.6% | +3.2% | +41.4% | +43.4% |
| YTD | +33.5% | +3.2% | +30.3% | +31.4% |
| 1Y | +41.1% | +5.2% | +35.9% | +38.4% |
| 3Y | +143.8% | +606.3% | -462.5% | +62.4% |
| All | +230.1% | +733.8% | -503.7% | +127.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling