+57.3%
LLY vs TRU
+2.1%
+55.2%
-23.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +4.6% | -3.9% | +0.1% |
| 7D | +10.1% | +10.5% | -0.5% | +8.8% |
| 30D | +24.0% | +28.7% | -4.6% | +21.1% |
| 3M | +27.3% | +0.7% | +26.6% | +26.6% |
| 6M | +47.0% | +19.3% | +27.6% | +44.3% |
| YTD | +32.6% | -3.7% | +36.3% | +31.3% |
| 1Y | +57.3% | +3.4% | +53.9% | +52.0% |
| All | +57.3% | +2.1% | +55.2% | +52.0% |
Cumulative growth
Daily Returns
Daily percentage return beside TRU.
Daily Out/Under-Performance
Portfolio return minus TRU return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TRU 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 1y: compounded portfolio wealth divided by compounded TRU 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…
1y analysis · Full analysis span regression · 6 months rolling