+438.9%
LLY vs TOST
-41.7%
+480.6%
-34.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TOST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.8% | -0.6% | -3.2% | -3.7% |
| 7D | -0.7% | +11.6% | -12.3% | -1.4% |
| 30D | +17.9% | +16.2% | +1.7% | +16.6% |
| 3M | +16.8% | +1.0% | +15.8% | +16.6% |
| 6M | +38.4% | +23.2% | +15.2% | +36.2% |
| YTD | +27.6% | -1.0% | +28.6% | +27.1% |
| 1Y | +48.3% | -9.9% | +58.2% | +48.5% |
| 3Y | +145.4% | +101.0% | +44.3% | +131.8% |
| 5Y | +438.9% | -40.4% | +479.3% | +401.5% |
| All | +438.9% | -41.7% | +480.6% | +401.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling