+361.5%
LLY vs TRU
-35.2%
+396.7%
-34.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -2.8% | +0.6% | -1.9% |
| 7D | -3.1% | -7.2% | +4.1% | -2.2% |
| 30D | -5.1% | -2.8% | -2.3% | -4.8% |
| 3M | -2.1% | +13.0% | -15.1% | -3.8% |
| 6M | +13.8% | +0.7% | +13.2% | +13.2% |
| YTD | +5.1% | -9.0% | +14.1% | +5.6% |
| 1Y | +53.1% | -16.3% | +69.4% | +55.2% |
| 3Y | +95.6% | -1.1% | +96.7% | +92.9% |
| 5Y | +361.5% | -36.0% | +397.5% | +423.8% |
| All | +361.5% | -35.2% | +396.7% | +423.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling