+57.3%
LLY vs TLT
-5.4%
+62.8%
-23.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TLT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +0.8% | -0.2% | +0.1% |
| 7D | +10.1% | +1.0% | +9.1% | +9.4% |
| 30D | +24.0% | +6.0% | +18.0% | +20.4% |
| 3M | +27.3% | -0.9% | +28.2% | +27.4% |
| 6M | +47.0% | -2.3% | +49.2% | +48.1% |
| YTD | +32.6% | -3.3% | +35.9% | +37.2% |
| 1Y | +57.3% | -5.6% | +62.9% | +65.9% |
| All | +57.3% | -5.4% | +62.8% | +65.9% |
Cumulative growth
Daily Returns
Daily percentage return beside TLT.
Daily Out/Under-Performance
Portfolio return minus TLT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TLT 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 1y: compounded portfolio wealth divided by compounded TLT 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…
1y analysis · Full analysis span regression · 6 months rolling