+4,103.5%
LLY vs RBA
+4,003.4%
+100.1%
-68.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -1.3% | +0.5% | -0.6% |
| 7D | -4.5% | +4.3% | -8.8% | -5.1% |
| 30D | +13.9% | +16.3% | -2.4% | +11.2% |
| 3M | +13.8% | +1.3% | +12.4% | +13.4% |
| 6M | +37.6% | -11.1% | +48.7% | +39.3% |
| YTD | +26.6% | -8.5% | +35.1% | +27.1% |
| 1Y | +45.3% | -2.1% | +47.5% | +44.2% |
| 3Y | +132.2% | +44.6% | +87.7% | +114.8% |
| 5Y | +434.7% | +36.8% | +397.8% | +391.1% |
| 10Y | +2,084.3% | +227.3% | +1,857.0% | +1,580.3% |
| All | +4,103.5% | +4,003.4% | +100.1% | +2,134.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling