+1,549.9%
LLY vs TRV
+306.9%
+1,243.0%
-34.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TRV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +2.1% | -2.7% | -1.2% |
| 7D | -2.9% | +1.9% | -4.9% | -3.5% |
| 30D | -8.4% | +1.7% | -10.1% | -8.9% |
| 3M | -3.8% | +23.9% | -27.6% | -9.5% |
| 6M | +11.9% | +26.3% | -14.3% | +4.6% |
| YTD | +4.3% | +30.8% | -26.5% | -3.6% |
| 1Y | +48.5% | +36.3% | +12.1% | +35.6% |
| 3Y | +91.2% | +145.0% | -53.8% | +45.5% |
| 5Y | +387.5% | +163.9% | +223.6% | +259.0% |
| All | +1,549.9% | +306.9% | +1,243.0% | +1,001.8% |
Cumulative growth
Daily Returns
Daily percentage return beside TRV.
Daily Out/Under-Performance
Portfolio return minus TRV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TRV 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 10y: compounded portfolio wealth divided by compounded TRV 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…
10y analysis · Full analysis span regression · 6 months rolling