+390.2%
LLY vs TXN
+58.9%
+331.3%
-34.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TXN | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +1.0% | -1.0% | -0.1% |
| 7D | -3.1% | +2.7% | -5.8% | -3.4% |
| 30D | -8.6% | -6.7% | -1.9% | -7.9% |
| 3M | -1.6% | -8.9% | +7.3% | -1.3% |
| 6M | +11.8% | +34.7% | -22.9% | +4.8% |
| YTD | +5.1% | +53.3% | -48.2% | -4.0% |
| 1Y | +50.7% | +45.0% | +5.7% | +38.7% |
| 3Y | +95.7% | +73.1% | +22.6% | +70.2% |
| 5Y | +390.2% | +59.9% | +330.3% | +318.3% |
| All | +390.2% | +58.9% | +331.3% | +318.3% |
Cumulative growth
Daily Returns
Daily percentage return beside TXN.
Daily Out/Under-Performance
Portfolio return minus TXN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TXN 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 TXN 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