+50.7%
LLY vs TRU
-16.5%
+67.2%
-23.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.8% | +0.8% | +0.1% |
| 7D | -3.1% | -6.5% | +3.4% | -2.5% |
| 30D | -8.6% | -2.5% | -6.1% | -8.4% |
| 3M | -1.6% | +10.4% | -12.0% | -2.5% |
| 6M | +11.8% | +1.6% | +10.2% | +11.5% |
| YTD | +5.1% | -9.7% | +14.8% | +5.5% |
| 1Y | +50.7% | -17.3% | +68.0% | +52.8% |
| All | +50.7% | -16.5% | +67.2% | +52.8% |
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