+1,911.0%
LLY vs TRU
+251.7%
+1,659.3%
-34.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | +2.4% | +1.9% | +3.8% |
| 7D | +0.1% | +4.9% | -4.8% | -0.8% |
| 30D | +19.7% | +26.9% | -7.2% | +14.5% |
| 3M | +19.3% | +4.0% | +15.2% | +18.0% |
| 6M | +49.3% | +15.8% | +33.5% | +44.3% |
| YTD | +32.0% | -2.6% | +34.6% | +30.8% |
| 1Y | +53.7% | +3.9% | +49.9% | +50.3% |
| 3Y | +143.7% | +59.2% | +84.5% | +114.1% |
| 5Y | +463.9% | -25.7% | +489.6% | +471.3% |
| 10Y | +2,006.3% | +179.3% | +1,827.1% | +1,390.1% |
| All | +1,911.0% | +251.7% | +1,659.3% | +1,245.6% |
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