+42.2%
LLY vs TLT
-7.4%
+49.6%
-23.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TLT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -0.4% | +1.7% | +1.5% |
| 7D | +6.7% | -3.1% | +9.8% | +8.8% |
| 30D | +19.6% | +1.0% | +18.5% | +19.0% |
| 3M | +19.7% | -2.7% | +22.4% | +21.3% |
| 6M | +42.7% | -4.1% | +46.9% | +45.8% |
| YTD | +35.1% | -5.4% | +40.5% | +42.1% |
| 1Y | +42.2% | -7.0% | +49.2% | +51.5% |
| All | +42.2% | -7.4% | +49.6% | +51.5% |
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