+3,726.2%
LLY vs TRI
+561.6%
+3,164.6%
-57.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -5.4% | +4.6% | +0.7% |
| 7D | -2.1% | -0.5% | -1.6% | -2.1% |
| 30D | -1.6% | +7.9% | -9.5% | -4.0% |
| 3M | +2.3% | +24.1% | -21.8% | -5.4% |
| 6M | +14.9% | +3.8% | +11.1% | +10.7% |
| YTD | +7.5% | -16.9% | +24.3% | +10.2% |
| 1Y | +55.7% | -38.4% | +94.1% | +76.1% |
| 3Y | +110.6% | -12.2% | +122.8% | +109.5% |
| 5Y | +363.4% | -1.8% | +365.2% | +339.7% |
| 10Y | +1,649.0% | +207.6% | +1,441.4% | +1,019.0% |
| All | +3,726.2% | +561.6% | +3,164.6% | +1,551.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling