+3,188.1%
LLY vs TPR
+8,117.6%
-4,929.5%
-63.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.8% | +7.1% | -10.8% | -4.8% |
| 7D | -0.7% | +13.9% | -14.5% | -2.6% |
| 30D | +17.9% | +14.9% | +3.0% | +15.4% |
| 3M | +16.8% | -15.4% | +32.2% | +19.2% |
| 6M | +38.4% | -4.5% | +42.9% | +38.4% |
| YTD | +27.6% | +6.0% | +21.6% | +25.2% |
| 1Y | +48.3% | +24.3% | +24.0% | +41.8% |
| 3Y | +145.4% | +412.8% | -267.5% | +86.5% |
| 5Y | +438.9% | +258.4% | +180.5% | +319.8% |
| 10Y | +2,101.6% | +396.8% | +1,704.8% | +1,381.6% |
| All | +3,188.1% | +8,117.6% | -4,929.5% | +1,351.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling