+473.4%
LLY vs RBA
+46.2%
+427.1%
-34.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -1.5% | +0.8% | -0.5% |
| 7D | +4.6% | -0.5% | +5.1% | +4.6% |
| 30D | +22.4% | +6.8% | +15.5% | +21.5% |
| 3M | +17.1% | +9.5% | +7.7% | +16.0% |
| 6M | +44.6% | -8.2% | +52.9% | +45.0% |
| YTD | +33.5% | -7.7% | +41.2% | +33.3% |
| 1Y | +41.1% | -6.9% | +48.0% | +40.7% |
| 3Y | +143.8% | +61.6% | +82.1% | +129.6% |
| 5Y | +473.4% | +44.7% | +428.6% | +431.4% |
| All | +473.4% | +46.2% | +427.1% | +431.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling