+45.3%
LLY vs TLT
-4.6%
+50.0%
-23.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TLT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | 0.0% | -0.8% | -0.8% |
| 7D | -4.5% | +0.1% | -4.6% | -4.5% |
| 30D | +13.9% | +6.2% | +7.7% | +10.3% |
| 3M | +13.8% | +0.1% | +13.7% | +13.4% |
| 6M | +37.6% | -3.0% | +40.6% | +39.4% |
| YTD | +26.6% | -2.7% | +29.3% | +30.9% |
| 1Y | +45.3% | -4.8% | +50.2% | +54.7% |
| All | +45.3% | -4.6% | +50.0% | +54.7% |
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