+110.2%
LLY vs RBA
+36.9%
+73.3%
-34.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +0.3% | -1.2% | -0.9% |
| 7D | -2.1% | -2.9% | +0.8% | -1.9% |
| 30D | -1.6% | -12.3% | +10.7% | -0.4% |
| 3M | +2.3% | -20.5% | +22.8% | +4.1% |
| 6M | +14.9% | -18.5% | +33.4% | +16.4% |
| YTD | +7.5% | -18.2% | +25.7% | +8.4% |
| 1Y | +55.7% | -27.5% | +83.2% | +60.5% |
| All | +110.2% | +36.9% | +73.3% | +93.2% |
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