+1,560.7%
LLY vs TRU
+144.8%
+1,415.9%
-34.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.1% | 0.0% | -0.1% |
| 7D | -3.2% | -9.4% | +6.2% | -1.5% |
| 30D | -7.4% | -4.1% | -3.3% | -6.8% |
| 3M | -1.0% | +13.6% | -14.6% | -3.5% |
| 6M | +12.5% | +3.6% | +8.9% | +11.0% |
| YTD | +5.0% | -9.8% | +14.8% | +5.7% |
| 1Y | +49.8% | -13.6% | +63.4% | +51.6% |
| 3Y | +95.5% | -2.0% | +97.4% | +88.8% |
| 5Y | +390.7% | -35.8% | +426.5% | +415.8% |
| All | +1,560.7% | +144.8% | +1,415.9% | +1,231.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling