+22,956.2%
LLY vs RCL
+4,549.4%
+18,406.8%
-68.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.1% | -0.7% | -0.9% |
| 7D | -2.1% | -5.1% | +2.9% | -1.5% |
| 30D | -1.6% | -19.0% | +17.4% | +0.9% |
| 3M | +2.3% | -9.6% | +11.9% | +3.3% |
| 6M | +14.9% | -6.7% | +21.6% | +15.3% |
| YTD | +7.5% | -3.9% | +11.4% | +7.1% |
| 1Y | +55.7% | -25.1% | +80.8% | +59.4% |
| 3Y | +110.6% | +179.1% | -68.5% | +82.4% |
| 5Y | +363.4% | +243.3% | +120.1% | +277.6% |
| 10Y | +1,649.0% | +325.8% | +1,323.2% | +1,142.7% |
| All | +22,956.2% | +4,549.4% | +18,406.8% | +9,809.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling