+139.5%
LLY vs RBA
+64.0%
+75.5%
-34.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.5% | +0.8% | +0.4% |
| 7D | +1.4% | +0.6% | +0.8% | +1.3% |
| 30D | +21.5% | +9.0% | +12.6% | +20.3% |
| 3M | +18.5% | +7.2% | +11.3% | +17.4% |
| 6M | +49.1% | -7.8% | +56.9% | +49.1% |
| YTD | +34.4% | -6.4% | +40.7% | +33.3% |
| 1Y | +46.3% | -4.2% | +50.5% | +44.4% |
| All | +139.5% | +64.0% | +75.5% | +128.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling