+1,560.7%
LLY vs TSCO
+190.2%
+1,370.5%
-34.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TSCO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -1.4% | +1.3% | +0.2% |
| 7D | -3.2% | -3.1% | 0.0% | -2.5% |
| 30D | -7.4% | -4.4% | -3.1% | -6.5% |
| 3M | -1.0% | +9.7% | -10.7% | -3.3% |
| 6M | +12.5% | -32.4% | +44.9% | +22.4% |
| YTD | +5.0% | -31.7% | +36.7% | +13.9% |
| 1Y | +49.8% | -41.3% | +91.0% | +67.8% |
| 3Y | +95.5% | -18.3% | +113.8% | +100.5% |
| 5Y | +390.7% | -10.3% | +400.9% | +384.0% |
| All | +1,560.7% | +190.2% | +1,370.5% | +1,126.8% |
Cumulative growth
Daily Returns
Daily percentage return beside TSCO.
Daily Out/Under-Performance
Portfolio return minus TSCO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TSCO 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 TSCO 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