+2,042.5%
LLY vs RCL
+374.5%
+1,668.0%
-34.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +0.9% | +0.6% | +1.4% |
| 7D | +1.6% | +8.5% | -6.9% | +1.0% |
| 30D | +21.5% | +20.4% | +1.1% | +19.7% |
| 3M | +16.4% | +11.0% | +5.4% | +15.4% |
| 6M | +51.5% | +24.9% | +26.6% | +48.5% |
| YTD | +33.9% | +23.9% | +10.1% | +31.0% |
| 1Y | +49.1% | +30.8% | +18.3% | +45.2% |
| 3Y | +144.6% | +270.4% | -125.8% | +122.4% |
| 5Y | +466.3% | +296.1% | +170.2% | +404.4% |
| All | +2,042.5% | +374.5% | +1,668.0% | +1,894.0% |
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