+57.3%
LLY vs RBLX
-53.0%
+110.4%
-23.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RBLX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +8.5% | -7.9% | +0.8% |
| 7D | +10.1% | -7.5% | +17.5% | +10.0% |
| 30D | +24.0% | +10.6% | +13.4% | +24.3% |
| 3M | +27.3% | +33.3% | -6.0% | +28.3% |
| 6M | +47.0% | +3.7% | +43.3% | +47.7% |
| YTD | +32.6% | -39.1% | +71.7% | +25.9% |
| 1Y | +57.3% | -52.6% | +110.0% | +41.4% |
| All | +57.3% | -53.0% | +110.4% | +41.4% |
Cumulative growth
Daily Returns
Daily percentage return beside RBLX.
Daily Out/Under-Performance
Portfolio return minus RBLX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RBLX 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 1y: compounded portfolio wealth divided by compounded RBLX 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…
1y analysis · Full analysis span regression · 6 months rolling