+4,684.8%
LLY vs TRI
+581.4%
+4,103.4%
-57.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +0.4% | 0.0% | +0.2% |
| 7D | +1.4% | -7.2% | +8.5% | +3.4% |
| 30D | +21.5% | +4.4% | +17.1% | +19.4% |
| 3M | +18.5% | +4.5% | +14.0% | +15.8% |
| 6M | +49.1% | +23.7% | +25.4% | +36.0% |
| YTD | +34.4% | -14.4% | +48.8% | +35.6% |
| 1Y | +46.3% | -17.4% | +63.7% | +49.3% |
| 3Y | +145.5% | -11.0% | +156.5% | +141.4% |
| 5Y | +472.7% | +0.7% | +472.0% | +435.7% |
| 10Y | +2,049.9% | +224.0% | +1,825.9% | +1,244.2% |
| All | +4,684.8% | +581.4% | +4,103.4% | +1,931.8% |
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 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