+443.8%
LLY vs TLT
-34.6%
+478.4%
-34.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| 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% | +13.0% |
| 3M | +13.8% | -0.3% | +14.1% | +13.8% |
| 6M | +37.6% | -3.4% | +41.0% | +38.2% |
| YTD | +26.6% | -3.1% | +29.7% | +27.1% |
| 1Y | +45.3% | -5.2% | +50.6% | +46.3% |
| 3Y | +132.2% | +6.5% | +125.7% | +129.6% |
| All | +443.8% | -34.6% | +478.4% | +418.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling