+165.8%
LLY vs TLN
+583.6%
-417.7%
-34.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TLN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +3.8% | -4.6% | -1.1% |
| 7D | -2.1% | +7.1% | -9.2% | -2.6% |
| 30D | -1.6% | -3.9% | +2.3% | -1.5% |
| 3M | +2.3% | -16.2% | +18.4% | +3.1% |
| 6M | +14.9% | -5.8% | +20.7% | +14.2% |
| YTD | +7.5% | -15.4% | +22.9% | +7.3% |
| 1Y | +55.7% | -16.7% | +72.4% | +55.3% |
| 3Y | +110.6% | +473.8% | -363.2% | +41.7% |
| All | +165.8% | +583.6% | -417.7% | +85.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling