+144.6%
LLY vs RCL
+278.1%
-133.5%
-34.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +0.9% | +0.6% | +1.3% |
| 7D | +1.6% | +8.5% | -6.9% | +0.2% |
| 30D | +21.5% | +20.4% | +1.1% | +17.6% |
| 3M | +16.4% | +11.0% | +5.4% | +14.2% |
| 6M | +51.5% | +24.9% | +26.6% | +44.7% |
| YTD | +33.9% | +23.9% | +10.1% | +26.9% |
| 1Y | +49.1% | +30.8% | +18.3% | +39.7% |
| 3Y | +144.6% | +270.4% | -125.8% | +94.3% |
| All | +144.6% | +278.1% | -133.5% | +94.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling