+390.2%
LLY vs TRV
+154.4%
+235.7%
-34.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TRV | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.3% | -0.3% | -0.1% |
| 7D | -3.1% | +0.2% | -3.3% | -3.1% |
| 30D | -8.6% | -2.3% | -6.3% | -8.1% |
| 3M | -1.6% | +22.7% | -24.3% | -6.5% |
| 6M | +11.8% | +21.9% | -10.1% | +6.4% |
| YTD | +5.1% | +27.5% | -22.4% | -1.1% |
| 1Y | +50.7% | +36.2% | +14.5% | +39.5% |
| 3Y | +95.7% | +140.6% | -44.9% | +54.7% |
| 5Y | +390.2% | +154.5% | +235.6% | +279.2% |
| All | +390.2% | +154.4% | +235.7% | +279.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling