+57.3%
LLY vs REPL
+125.1%
-67.8%
-23.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | REPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +0.2% | +0.4% | +0.6% |
| 7D | +10.1% | +28.8% | -18.8% | +9.9% |
| 30D | +24.0% | +57.3% | -33.3% | +23.6% |
| 3M | +27.3% | +73.6% | -46.3% | +26.8% |
| 6M | +47.0% | +582.8% | -535.9% | +42.3% |
| YTD | +32.6% | +112.9% | -80.3% | +36.2% |
| 1Y | +57.3% | +130.7% | -73.3% | +58.8% |
| All | +57.3% | +125.1% | -67.8% | +58.8% |
Cumulative growth
Daily Returns
Daily percentage return beside REPL.
Daily Out/Under-Performance
Portfolio return minus REPL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × REPL 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 1y: compounded portfolio wealth divided by compounded REPL 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…
1y analysis · Full analysis span regression · 6 months rolling