+1,947.1%
LLY vs TRU
+247.4%
+1,699.7%
-34.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.1% | +0.4% | +0.4% |
| 7D | +1.4% | 0.0% | +1.4% | +1.4% |
| 30D | +21.5% | +24.3% | -2.7% | +16.7% |
| 3M | +18.5% | +2.3% | +16.2% | +17.6% |
| 6M | +49.1% | +17.7% | +31.4% | +43.6% |
| YTD | +34.4% | -3.8% | +38.2% | +33.4% |
| 1Y | +46.3% | -0.3% | +46.6% | +44.2% |
| 3Y | +145.5% | +58.4% | +87.1% | +115.8% |
| 5Y | +472.7% | -24.0% | +496.7% | +476.5% |
| 10Y | +2,049.9% | +187.9% | +1,862.0% | +1,408.0% |
| All | +1,947.1% | +247.4% | +1,699.7% | +1,272.8% |
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 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