+4,651.4%
LLY vs TRI
+584.0%
+4,067.4%
-57.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +0.4% | -1.1% | -0.8% |
| 7D | +4.6% | -7.5% | +12.1% | +6.9% |
| 30D | +22.4% | +3.9% | +18.4% | +20.4% |
| 3M | +17.1% | +7.2% | +10.0% | +13.7% |
| 6M | +44.6% | +27.0% | +17.7% | +30.9% |
| YTD | +33.5% | -14.0% | +47.5% | +34.5% |
| 1Y | +41.1% | -17.7% | +58.8% | +44.2% |
| 3Y | +143.8% | -10.7% | +154.4% | +139.5% |
| 5Y | +473.4% | +0.6% | +472.8% | +436.6% |
| 10Y | +2,035.0% | +225.3% | +1,809.7% | +1,233.4% |
| All | +4,651.4% | +584.0% | +4,067.4% | +1,915.4% |
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