+390.6%
LLY vs RDW
-9.1%
+399.7%
-34.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RDW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -2.3% | +1.6% | -0.6% |
| 7D | -2.9% | +0.9% | -3.8% | -3.0% |
| 30D | -8.4% | -21.3% | +12.8% | -7.9% |
| 3M | -3.8% | -37.9% | +34.1% | -2.7% |
| 6M | +11.9% | +12.3% | -0.3% | +10.8% |
| YTD | +4.3% | +39.7% | -35.4% | +1.8% |
| 1Y | +48.5% | +25.7% | +22.8% | +44.8% |
| 3Y | +91.2% | +230.8% | -139.6% | +87.8% |
| All | +390.6% | -9.1% | +399.7% | +398.2% |
Cumulative growth
Daily Returns
Daily percentage return beside RDW.
Daily Out/Under-Performance
Portfolio return minus RDW return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RDW 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 RDW 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