+472.7%
LLY vs TT
+137.2%
+335.5%
-34.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +1.0% | -0.6% | +0.1% |
| 7D | +1.4% | +3.5% | -2.1% | +0.6% |
| 30D | +21.5% | -11.0% | +32.6% | +24.4% |
| 3M | +18.5% | -12.0% | +30.5% | +21.5% |
| 6M | +49.1% | -10.4% | +59.5% | +51.2% |
| YTD | +34.4% | +9.9% | +24.5% | +28.0% |
| 1Y | +46.3% | +1.5% | +44.8% | +42.6% |
| 3Y | +145.5% | +93.7% | +51.8% | +99.6% |
| 5Y | +472.7% | +139.2% | +333.4% | +344.7% |
| All | +472.7% | +137.2% | +335.5% | +344.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling