+443.8%
LLY vs TPR
+253.5%
+190.3%
-34.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -1.0% | +0.2% | -0.7% |
| 7D | -4.5% | +14.2% | -18.7% | -5.7% |
| 30D | +13.9% | +17.1% | -3.2% | +12.1% |
| 3M | +13.8% | -17.7% | +31.5% | +15.4% |
| 6M | +37.6% | -10.2% | +47.8% | +38.3% |
| YTD | +26.6% | +4.9% | +21.7% | +25.3% |
| 1Y | +45.3% | +36.1% | +9.2% | +40.6% |
| 3Y | +132.2% | +416.5% | -284.2% | +106.4% |
| All | +443.8% | +253.5% | +190.3% | +375.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling