+1,545.2%
LLY vs TT
+899.5%
+645.7%
-34.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -0.4% | -1.8% | -2.1% |
| 7D | -3.1% | +1.6% | -4.7% | -3.5% |
| 30D | -5.1% | -7.3% | +2.2% | -3.3% |
| 3M | -2.1% | -2.6% | +0.5% | -2.0% |
| 6M | +13.8% | +5.9% | +8.0% | +11.0% |
| YTD | +5.1% | +15.4% | -10.3% | -0.3% |
| 1Y | +53.1% | +8.2% | +44.9% | +47.7% |
| 3Y | +95.6% | +122.7% | -27.0% | +53.3% |
| 5Y | +361.5% | +145.0% | +216.5% | +245.3% |
| 10Y | +1,545.2% | +893.7% | +651.4% | +709.5% |
| All | +1,545.2% | +899.5% | +645.7% | +709.5% |
Cumulative growth
Daily Returns
Daily percentage return beside TT.
Daily Out/Under-Performance
Portfolio return minus TT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TT 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 10y: compounded portfolio wealth divided by compounded TT 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…
10y analysis · Full analysis span regression · 6 months rolling