+2,043.2%
LLY vs RCL
+382.5%
+1,660.8%
-34.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +1.4% | -2.2% | -0.9% |
| 7D | -4.5% | +6.5% | -11.0% | -5.0% |
| 30D | +13.9% | +15.9% | -2.0% | +12.6% |
| 3M | +13.8% | +2.7% | +11.1% | +13.4% |
| 6M | +37.6% | +15.2% | +22.4% | +35.7% |
| YTD | +26.6% | +19.2% | +7.4% | +24.2% |
| 1Y | +45.3% | +31.6% | +13.7% | +41.5% |
| 3Y | +132.2% | +274.2% | -142.0% | +111.1% |
| 5Y | +434.7% | +250.1% | +184.6% | +379.4% |
| All | +2,043.2% | +382.5% | +1,660.8% | +1,791.1% |
Cumulative growth
Daily Returns
Daily percentage return beside RCL.
Daily Out/Under-Performance
Portfolio return minus RCL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RCL 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 10y: compounded portfolio wealth divided by compounded RCL 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…
10y analysis · Full analysis span regression · 6 months rolling