+17,561.1%
LLY vs TRV
+6,617.1%
+10,944.0%
-68.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TRV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -1.3% | +0.4% | -0.5% |
| 7D | -2.1% | -0.1% | -2.0% | -2.1% |
| 30D | -1.6% | -3.4% | +1.8% | -0.7% |
| 3M | +2.3% | +26.4% | -24.1% | -4.8% |
| 6M | +14.9% | +19.3% | -4.4% | +8.7% |
| YTD | +7.5% | +28.3% | -20.9% | -0.7% |
| 1Y | +55.7% | +34.3% | +21.4% | +41.9% |
| 3Y | +110.6% | +140.1% | -29.5% | +58.6% |
| 5Y | +363.4% | +155.7% | +207.7% | +238.9% |
| 10Y | +1,649.0% | +285.5% | +1,363.4% | +983.0% |
| All | +17,561.1% | +6,617.1% | +10,944.0% | +4,093.7% |
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