+443.8%
LLY vs RCL
+247.7%
+196.2%
-34.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +1.4% | -2.2% | -0.9% |
| 7D | -4.5% | +6.5% | -11.0% | -5.2% |
| 30D | +13.9% | +15.9% | -2.0% | +12.0% |
| 3M | +13.8% | +2.7% | +11.1% | +13.2% |
| 6M | +37.6% | +15.2% | +22.4% | +34.8% |
| YTD | +26.6% | +19.2% | +7.4% | +23.0% |
| 1Y | +45.3% | +31.6% | +13.7% | +39.7% |
| 3Y | +132.2% | +274.2% | -142.0% | +104.7% |
| All | +443.8% | +247.7% | +196.2% | +366.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling