+42.2%
LLY vs TRU
+0.8%
+41.4%
-23.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +0.1% | +1.1% | +1.2% |
| 7D | +6.7% | 0.0% | +6.7% | +6.7% |
| 30D | +19.6% | +21.3% | -1.7% | +17.2% |
| 3M | +19.7% | +0.2% | +19.5% | +19.2% |
| 6M | +42.7% | +22.4% | +20.4% | +40.0% |
| YTD | +35.1% | -4.8% | +40.0% | +33.7% |
| 1Y | +42.2% | -0.2% | +42.4% | +37.9% |
| All | +42.2% | +0.8% | +41.4% | +37.9% |
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