+472.7%
LLY vs TLT
-34.9%
+507.6%
-34.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TLT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | 0.0% | +0.3% | +0.3% |
| 7D | +1.4% | -1.0% | +2.4% | +1.5% |
| 30D | +21.5% | +3.7% | +17.9% | +21.0% |
| 3M | +18.5% | -0.8% | +19.2% | +18.6% |
| 6M | +49.1% | -3.6% | +52.7% | +49.8% |
| YTD | +34.4% | -3.9% | +38.3% | +35.1% |
| 1Y | +46.3% | -6.2% | +52.5% | +47.5% |
| 3Y | +145.5% | +4.2% | +141.3% | +143.2% |
| 5Y | +472.7% | -34.7% | +507.4% | +446.8% |
| All | +472.7% | -34.9% | +507.6% | +446.8% |
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