+21,985.5%
LLY vs TXN
+25,777.5%
-3,792.1%
-68.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TXN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +3.1% | -2.7% | -0.1% |
| 7D | +1.4% | -0.5% | +1.9% | +1.4% |
| 30D | +21.5% | +10.5% | +11.0% | +19.6% |
| 3M | +18.5% | +10.7% | +7.8% | +16.3% |
| 6M | +49.1% | +5.1% | +44.0% | +46.4% |
| YTD | +34.4% | +82.5% | -48.1% | +20.6% |
| 1Y | +46.3% | +98.2% | -51.9% | +29.6% |
| 3Y | +145.5% | +128.4% | +17.1% | +109.5% |
| 5Y | +472.7% | +89.0% | +383.7% | +398.5% |
| 10Y | +2,049.9% | +481.5% | +1,568.4% | +1,465.4% |
| All | +21,985.5% | +25,777.5% | -3,792.1% | +6,951.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling