+1,723.4%
LLY vs REPL
+36.8%
+1,686.6%
-34.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | REPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -0.4% | +1.7% | +1.3% |
| 7D | +6.7% | +1.2% | +5.5% | +6.7% |
| 30D | +19.6% | +92.2% | -72.6% | +17.3% |
| 3M | +19.7% | +44.1% | -24.4% | +18.3% |
| 6M | +42.7% | +313.0% | -270.3% | +33.9% |
| YTD | +35.1% | +125.2% | -90.1% | +26.4% |
| 1Y | +42.2% | +143.8% | -101.6% | +32.5% |
| 3Y | +140.8% | +104.2% | +36.6% | +104.2% |
| 5Y | +480.6% | -34.5% | +515.1% | +419.8% |
| All | +1,723.4% | +36.8% | +1,686.6% | +1,284.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling