+4,787.9%
LLY vs TRGP
+2,231.3%
+2,556.6%
-34.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TRGP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -1.2% | +0.3% | -0.8% |
| 7D | -2.1% | +0.8% | -2.9% | -2.2% |
| 30D | -1.6% | +11.5% | -13.1% | -2.5% |
| 3M | +2.3% | +9.0% | -6.7% | +1.5% |
| 6M | +14.9% | +20.5% | -5.6% | +13.0% |
| YTD | +7.5% | +59.5% | -52.1% | +3.3% |
| 1Y | +55.7% | +77.9% | -22.2% | +48.1% |
| 3Y | +110.6% | +253.6% | -143.0% | +89.8% |
| 5Y | +363.4% | +615.5% | -252.0% | +295.4% |
| 10Y | +1,649.0% | +897.1% | +751.9% | +1,330.6% |
| All | +4,787.9% | +2,231.3% | +2,556.6% | +3,016.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling