+20,870.5%
LLY vs TT
+14,127.6%
+6,742.9%
-68.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.8% | -4.4% | +0.6% | -2.7% |
| 7D | -0.7% | -9.0% | +8.3% | +1.4% |
| 30D | +17.9% | -17.6% | +35.5% | +22.9% |
| 3M | +16.8% | -18.7% | +35.5% | +21.9% |
| 6M | +38.4% | -17.4% | +55.9% | +43.3% |
| YTD | +27.6% | +1.5% | +26.1% | +25.4% |
| 1Y | +48.3% | -9.4% | +57.7% | +49.7% |
| 3Y | +145.4% | +85.1% | +60.3% | +108.2% |
| 5Y | +438.9% | +125.7% | +313.2% | +329.9% |
| 10Y | +2,101.6% | +757.3% | +1,344.3% | +1,159.3% |
| All | +20,870.5% | +14,127.6% | +6,742.9% | +6,018.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling