+17,561.1%
LLY vs TXN
+21,381.9%
-3,820.8%
-68.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TXN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +1.8% | -2.7% | -1.2% |
| 7D | -2.1% | -0.1% | -2.1% | -2.2% |
| 30D | -1.6% | -6.9% | +5.3% | -0.7% |
| 3M | +2.3% | -14.9% | +17.2% | +4.0% |
| 6M | +14.9% | +29.0% | -14.1% | +9.2% |
| YTD | +7.5% | +51.5% | -44.0% | -0.6% |
| 1Y | +55.7% | +41.6% | +14.1% | +45.2% |
| 3Y | +110.6% | +65.8% | +44.8% | +89.0% |
| 5Y | +363.4% | +56.8% | +306.6% | +315.4% |
| 10Y | +1,649.0% | +387.5% | +1,261.5% | +1,210.2% |
| All | +17,561.1% | +21,381.9% | -3,820.8% | +5,710.2% |
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