+520.6%
LLY vs TOST
-46.9%
+567.5%
-34.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TOST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -1.4% | +0.6% | -0.7% |
| 7D | -4.5% | +9.4% | -13.9% | -5.1% |
| 30D | +13.9% | +13.5% | +0.4% | +12.9% |
| 3M | +13.8% | -0.1% | +13.9% | +13.7% |
| 6M | +37.6% | +22.5% | +15.1% | +35.4% |
| YTD | +26.6% | -2.4% | +29.0% | +26.2% |
| 1Y | +45.3% | -4.7% | +50.0% | +45.1% |
| 3Y | +132.2% | +103.2% | +29.0% | +119.5% |
| 5Y | +434.7% | -41.2% | +475.9% | +412.6% |
| All | +520.6% | -46.9% | +567.5% | +498.2% |
Cumulative growth
Daily Returns
Daily percentage return beside TOST.
Daily Out/Under-Performance
Portfolio return minus TOST return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TOST 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 10y: compounded portfolio wealth divided by compounded TOST 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…
10y analysis · Full analysis span regression · 6 months rolling