+4,426.8%
LLY vs TLT
+129.8%
+4,297.1%
-57.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | +15.5% |
| 3M | +13.8% | -0.3% | +14.1% | +13.6% |
| 6M | +37.6% | -3.4% | +41.0% | +36.4% |
| YTD | +26.6% | -3.1% | +29.7% | +25.5% |
| 1Y | +45.3% | -5.2% | +50.6% | +43.3% |
| 3Y | +132.2% | +6.5% | +125.7% | +137.1% |
| 5Y | +434.7% | -34.7% | +469.4% | +365.0% |
| 10Y | +2,084.3% | -17.6% | +2,101.9% | +1,999.0% |
| All | +4,426.8% | +129.8% | +4,297.1% | +7,851.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling