+95.6%
LLY vs TRI
-17.7%
+113.3%
-34.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -6.5% | +4.3% | -1.4% |
| 7D | -3.1% | -7.1% | +4.0% | -2.2% |
| 30D | -5.1% | -2.3% | -2.7% | -4.9% |
| 3M | -2.1% | +19.6% | -21.6% | -5.0% |
| 6M | +13.8% | -8.7% | +22.6% | +15.8% |
| YTD | +5.1% | -22.3% | +27.3% | +13.7% |
| 1Y | +53.1% | -40.7% | +93.8% | +82.5% |
| 3Y | +95.6% | -17.8% | +113.4% | +92.8% |
| All | +95.6% | -17.7% | +113.3% | +92.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling