+2,068.1%
LLY vs TRI
+223.8%
+1,844.3%
-34.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +0.4% | 0.0% | +0.3% |
| 7D | +1.4% | -7.2% | +8.5% | +3.1% |
| 30D | +21.5% | +4.4% | +17.1% | +19.7% |
| 3M | +18.5% | +4.5% | +14.0% | +16.2% |
| 6M | +49.1% | +23.7% | +25.4% | +37.6% |
| YTD | +34.4% | -14.4% | +48.8% | +38.7% |
| 1Y | +46.3% | -17.4% | +63.7% | +53.0% |
| 3Y | +145.5% | -11.0% | +156.5% | +145.1% |
| 5Y | +472.7% | +0.7% | +472.0% | +436.9% |
| All | +2,068.1% | +223.8% | +1,844.3% | +1,132.2% |
Cumulative growth
Daily Returns
Daily percentage return beside TRI.
Daily Out/Under-Performance
Portfolio return minus TRI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TRI 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 10y: compounded portfolio wealth divided by compounded TRI 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…
10y analysis · Full analysis span regression · 6 months rolling