+140.8%
LLY vs TSCO
-2.3%
+143.1%
-34.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TSCO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -0.5% | +1.8% | +1.4% |
| 7D | +6.7% | +0.3% | +6.5% | +6.7% |
| 30D | +19.6% | +11.3% | +8.2% | +16.6% |
| 3M | +19.7% | +1.5% | +18.2% | +19.0% |
| 6M | +42.7% | +24.0% | +18.8% | +35.4% |
| YTD | +35.1% | -25.7% | +60.8% | +43.6% |
| 1Y | +42.2% | -33.6% | +75.7% | +54.3% |
| 3Y | +140.8% | -1.5% | +142.3% | +161.0% |
| All | +140.8% | -2.3% | +143.1% | +161.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling