+21,908.6%
LLY vs TRV
+7,213.6%
+14,695.0%
-68.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TRV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +1.4% | 0.0% | +1.0% |
| 7D | +1.6% | +1.4% | +0.3% | +1.2% |
| 30D | +21.5% | +8.7% | +12.8% | +18.5% |
| 3M | +16.4% | +7.1% | +9.4% | +14.0% |
| 6M | +51.5% | +35.5% | +16.0% | +37.9% |
| YTD | +33.9% | +39.7% | -5.8% | +20.7% |
| 1Y | +49.1% | +44.1% | +5.0% | +33.2% |
| 3Y | +144.6% | +148.1% | -3.5% | +82.7% |
| 5Y | +466.3% | +178.6% | +287.8% | +303.9% |
| 10Y | +2,024.1% | +352.5% | +1,671.6% | +1,154.7% |
| All | +21,908.6% | +7,213.6% | +14,695.0% | +4,994.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling