+110.2%
LLY vs TOST
+55.9%
+54.2%
-34.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TOST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +0.1% | -0.9% | -0.9% |
| 7D | -2.1% | -3.4% | +1.3% | -1.8% |
| 30D | -1.6% | -2.4% | +0.8% | -1.4% |
| 3M | +2.3% | +34.6% | -32.3% | -0.6% |
| 6M | +14.9% | +15.2% | -0.3% | +13.0% |
| YTD | +7.5% | -4.4% | +11.9% | +7.6% |
| 1Y | +55.7% | -17.4% | +73.1% | +57.8% |
| All | +110.2% | +55.9% | +54.2% | +101.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling