+95.6%
LLY vs TRU
-1.9%
+97.5%
-34.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -2.8% | +0.6% | -1.9% |
| 7D | -3.1% | -7.2% | +4.1% | -2.3% |
| 30D | -5.1% | -2.8% | -2.3% | -4.8% |
| 3M | -2.1% | +13.0% | -15.1% | -3.6% |
| 6M | +13.8% | +0.7% | +13.2% | +13.3% |
| YTD | +5.1% | -9.0% | +14.1% | +5.5% |
| 1Y | +53.1% | -16.3% | +69.4% | +55.2% |
| 3Y | +95.6% | -1.1% | +96.7% | +110.9% |
| All | +95.6% | -1.9% | +97.5% | +110.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling