+46.3%
LLY vs TRGP
+73.9%
-27.6%
-23.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TRGP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +3.7% | -3.4% | +0.2% |
| 7D | +1.4% | +2.4% | -1.0% | +1.1% |
| 30D | +21.5% | +0.8% | +20.7% | +21.4% |
| 3M | +18.5% | +10.4% | +8.1% | +18.1% |
| 6M | +49.1% | +16.3% | +32.9% | +48.5% |
| YTD | +34.4% | +61.1% | -26.7% | +43.6% |
| 1Y | +46.3% | +71.6% | -25.3% | +59.3% |
| All | +46.3% | +73.9% | -27.6% | +59.3% |
Cumulative growth
Daily Returns
Daily percentage return beside TRGP.
Daily Out/Under-Performance
Portfolio return minus TRGP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TRGP 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 1y: compounded portfolio wealth divided by compounded TRGP 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…
1y analysis · Full analysis span regression · 6 months rolling