+21,831.6%
LLY vs TRV
+7,257.4%
+14,574.2%
-68.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TRV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +0.9% | -1.6% | -1.0% |
| 7D | +4.6% | +0.1% | +4.5% | +4.6% |
| 30D | +22.4% | +8.0% | +14.3% | +19.6% |
| 3M | +17.1% | +9.3% | +7.8% | +14.0% |
| 6M | +44.6% | +36.2% | +8.4% | +31.5% |
| YTD | +33.5% | +40.6% | -7.1% | +20.0% |
| 1Y | +41.1% | +43.1% | -1.9% | +26.3% |
| 3Y | +143.8% | +149.6% | -5.8% | +81.7% |
| 5Y | +473.4% | +181.6% | +291.7% | +307.5% |
| 10Y | +2,035.0% | +352.5% | +1,682.5% | +1,161.1% |
| All | +21,831.6% | +7,257.4% | +14,574.2% | +4,967.2% |
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 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