+390.2%
LLY vs TRI
-10.1%
+400.3%
-34.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -1.9% | +1.9% | +0.4% |
| 7D | -3.1% | -8.4% | +5.3% | -1.7% |
| 30D | -8.6% | -6.5% | -2.1% | -7.7% |
| 3M | -1.6% | +18.6% | -20.2% | -5.7% |
| 6M | +11.8% | -10.4% | +22.3% | +14.0% |
| YTD | +5.1% | -23.7% | +28.8% | +13.4% |
| 1Y | +50.7% | -42.5% | +93.2% | +79.8% |
| 3Y | +95.7% | -19.3% | +115.0% | +101.9% |
| 5Y | +390.2% | -9.7% | +399.8% | +362.8% |
| All | +390.2% | -10.1% | +400.3% | +362.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling