+361.5%
LLY vs TRGP
+631.5%
-269.9%
-34.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TRGP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | +1.5% | -3.7% | -2.4% |
| 7D | -3.1% | -0.6% | -2.5% | -3.0% |
| 30D | -5.1% | +14.6% | -19.6% | -7.2% |
| 3M | -2.1% | +11.9% | -14.0% | -4.0% |
| 6M | +13.8% | +25.3% | -11.4% | +9.4% |
| YTD | +5.1% | +61.9% | -56.8% | -3.2% |
| 1Y | +53.1% | +87.3% | -34.2% | +37.1% |
| 3Y | +95.6% | +268.0% | -172.4% | +58.8% |
| 5Y | +361.5% | +638.2% | -276.7% | +251.3% |
| All | +361.5% | +631.5% | -269.9% | +251.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling