+18,760.0%
LLY vs TSCO
+49,750.0%
-30,990.0%
-68.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TSCO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +1.1% | -2.0% | -1.0% |
| 7D | -2.1% | +0.8% | -2.9% | -2.2% |
| 30D | -1.6% | +5.5% | -7.1% | -1.9% |
| 3M | +2.3% | +20.0% | -17.7% | +1.1% |
| 6M | +14.9% | -29.8% | +44.7% | +17.2% |
| YTD | +7.5% | -28.7% | +36.1% | +9.6% |
| 1Y | +55.7% | -40.9% | +96.6% | +60.4% |
| 3Y | +110.6% | -15.9% | +126.5% | +112.0% |
| 5Y | +363.4% | -3.5% | +366.9% | +361.5% |
| 10Y | +1,649.0% | +142.2% | +1,506.8% | +1,545.6% |
| All | +18,760.0% | +49,750.0% | -30,990.0% | +15,968.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling