+213.1%
LLY vs TLN
+630.2%
-417.1%
-34.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TLN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +7.1% | -7.9% | -1.2% |
| 7D | -4.5% | -1.3% | -3.2% | -4.5% |
| 30D | +13.9% | -10.5% | +24.4% | +14.5% |
| 3M | +13.8% | +0.1% | +13.7% | +13.3% |
| 6M | +37.6% | -17.4% | +55.0% | +38.6% |
| YTD | +26.6% | -9.7% | +36.3% | +25.6% |
| 1Y | +45.3% | -12.3% | +57.6% | +44.5% |
| 3Y | +132.2% | +528.3% | -396.0% | +55.1% |
| All | +213.1% | +630.2% | -417.1% | +117.6% |
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