+1,681.4%
LLY vs REPL
+39.1%
+1,642.2%
-34.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | REPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | +3.0% | +1.3% | +4.2% |
| 7D | +0.1% | +14.2% | -14.1% | -0.3% |
| 30D | +19.7% | +65.9% | -46.1% | +17.9% |
| 3M | +19.3% | +84.6% | -65.3% | +17.1% |
| 6M | +49.3% | +446.9% | -397.6% | +38.5% |
| YTD | +32.0% | +129.0% | -97.0% | +23.4% |
| 1Y | +53.7% | +167.9% | -114.2% | +42.8% |
| 3Y | +143.7% | +93.9% | +49.8% | +107.6% |
| 5Y | +463.9% | -33.0% | +496.9% | +404.4% |
| All | +1,681.4% | +39.1% | +1,642.2% | +1,251.9% |
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