+2,080.1%
LLY vs TT
+725.1%
+1,355.0%
-34.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -1.4% | +2.7% | +1.6% |
| 7D | +6.7% | +4.0% | +2.7% | +5.7% |
| 30D | +19.6% | -11.3% | +30.9% | +22.8% |
| 3M | +19.7% | -12.3% | +32.0% | +23.1% |
| 6M | +42.7% | -10.8% | +53.6% | +45.2% |
| YTD | +35.1% | +8.2% | +27.0% | +29.7% |
| 1Y | +42.2% | +1.5% | +40.7% | +38.9% |
| 3Y | +140.8% | +91.5% | +49.3% | +96.0% |
| 5Y | +480.6% | +130.2% | +350.4% | +340.0% |
| All | +2,080.1% | +725.1% | +1,355.0% | +1,064.7% |
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