+95.6%
LLY vs TRV
+138.2%
-42.6%
-34.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TRV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -1.0% | -1.2% | -2.0% |
| 7D | -3.1% | +0.5% | -3.6% | -3.2% |
| 30D | -5.1% | -4.9% | -0.2% | -4.1% |
| 3M | -2.1% | +23.7% | -25.8% | -6.0% |
| 6M | +13.8% | +20.3% | -6.5% | +9.8% |
| YTD | +5.1% | +27.1% | -22.0% | +0.2% |
| 1Y | +53.1% | +35.3% | +17.8% | +44.3% |
| 3Y | +95.6% | +139.8% | -44.2% | +73.4% |
| All | +95.6% | +138.2% | -42.6% | +73.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling