+1,612.0%
LLY vs TPR
+321.0%
+1,291.0%
-34.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | 0.0% | -0.9% | -0.9% |
| 7D | -2.1% | -2.3% | +0.2% | -1.9% |
| 30D | -1.6% | -23.0% | +21.4% | +1.0% |
| 3M | +2.3% | -12.5% | +14.8% | +3.5% |
| 6M | +14.9% | -21.4% | +36.3% | +17.4% |
| YTD | +7.5% | -3.5% | +11.0% | +7.2% |
| 1Y | +55.7% | +17.4% | +38.3% | +51.7% |
| 3Y | +110.6% | +291.3% | -180.6% | +78.7% |
| 5Y | +363.4% | +241.9% | +121.5% | +290.0% |
| All | +1,612.0% | +321.0% | +1,291.0% | +1,220.0% |
Cumulative growth
Daily Returns
Daily percentage return beside TPR.
Daily Out/Under-Performance
Portfolio return minus TPR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TPR 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 TPR 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