+6,012.4%
LLY vs TRGP
+2,254.6%
+3,757.8%
-34.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TRGP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +3.7% | -3.4% | 0.0% |
| 7D | +1.4% | +2.4% | -1.0% | +1.2% |
| 30D | +21.5% | +0.8% | +20.7% | +21.4% |
| 3M | +18.5% | +10.4% | +8.1% | +17.4% |
| 6M | +49.1% | +16.3% | +32.9% | +47.0% |
| YTD | +34.4% | +61.1% | -26.7% | +28.9% |
| 1Y | +46.3% | +71.6% | -25.3% | +39.6% |
| 3Y | +145.5% | +267.5% | -122.0% | +120.5% |
| 5Y | +472.7% | +488.1% | -15.5% | +394.8% |
| 10Y | +2,049.9% | +803.8% | +1,246.2% | +1,672.2% |
| All | +6,012.4% | +2,254.6% | +3,757.8% | +3,790.2% |
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