+1,560.7%
LLY vs TRI
+191.2%
+1,369.4%
-34.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -1.3% | +1.2% | +0.2% |
| 7D | -3.2% | -14.4% | +11.2% | +0.6% |
| 30D | -7.4% | -8.1% | +0.7% | -5.7% |
| 3M | -1.0% | +17.5% | -18.6% | -6.5% |
| 6M | +12.5% | -5.0% | +17.5% | +12.0% |
| YTD | +5.0% | -24.7% | +29.7% | +12.6% |
| 1Y | +49.8% | -41.5% | +91.3% | +76.1% |
| 3Y | +95.5% | -20.3% | +115.8% | +101.4% |
| 5Y | +390.7% | -10.9% | +401.6% | +376.6% |
| All | +1,560.7% | +191.2% | +1,369.4% | +1,009.0% |
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