+2,080.1%
LLY vs TPR
+364.3%
+1,715.8%
-34.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -0.2% | +1.4% | +1.3% |
| 7D | +6.7% | -0.3% | +7.0% | +6.8% |
| 30D | +19.6% | +15.1% | +4.5% | +17.7% |
| 3M | +19.7% | +3.5% | +16.2% | +19.1% |
| 6M | +42.7% | +0.4% | +42.3% | +42.1% |
| YTD | +35.1% | +4.6% | +30.5% | +33.5% |
| 1Y | +42.2% | +33.1% | +9.1% | +36.8% |
| 3Y | +140.8% | +396.0% | -255.2% | +99.4% |
| 5Y | +480.6% | +230.3% | +250.3% | +391.9% |
| All | +2,080.1% | +364.3% | +1,715.8% | +1,576.3% |
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