+1,610.3%
LLY vs RBA
+185.7%
+1,424.5%
-34.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +0.3% | -1.2% | -0.9% |
| 7D | -2.1% | -2.9% | +0.8% | -1.8% |
| 30D | -1.6% | -12.3% | +10.7% | +0.1% |
| 3M | +2.3% | -20.5% | +22.8% | +5.0% |
| 6M | +14.9% | -18.5% | +33.4% | +17.4% |
| YTD | +7.5% | -18.2% | +25.7% | +9.5% |
| 1Y | +55.7% | -27.5% | +83.2% | +61.4% |
| 3Y | +110.6% | +38.1% | +72.5% | +96.9% |
| 5Y | +363.4% | +44.8% | +318.6% | +322.6% |
| All | +1,610.3% | +185.7% | +1,424.5% | +1,175.1% |
Cumulative growth
Daily Returns
Daily percentage return beside RBA.
Daily Out/Under-Performance
Portfolio return minus RBA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RBA 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 RBA 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