+1,537.0%
LLY vs TRU
+238.0%
+1,299.0%
-34.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -5.9% | +5.1% | +0.2% |
| 7D | -2.1% | -6.8% | +4.6% | -0.9% |
| 30D | -1.6% | 0.0% | -1.6% | -1.7% |
| 3M | +2.3% | +13.3% | -11.0% | -0.3% |
| 6M | +14.9% | +3.4% | +11.5% | +13.3% |
| YTD | +7.5% | -6.4% | +13.8% | +7.5% |
| 1Y | +55.7% | -9.7% | +65.4% | +56.3% |
| 3Y | +110.6% | +0.1% | +110.5% | +102.0% |
| 5Y | +363.4% | -34.0% | +397.5% | +383.5% |
| 10Y | +1,649.0% | +147.9% | +1,501.1% | +1,175.3% |
| All | +1,537.0% | +238.0% | +1,299.0% | +1,006.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling