+1,707.0%
LLY vs REPL
+45.5%
+1,661.5%
-34.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | REPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +4.6% | -3.1% | +1.3% |
| 7D | +1.6% | +12.7% | -11.1% | +1.3% |
| 30D | +21.5% | +73.5% | -52.0% | +19.5% |
| 3M | +16.4% | +70.3% | -53.9% | +14.5% |
| 6M | +51.5% | +472.0% | -420.5% | +40.3% |
| YTD | +33.9% | +139.5% | -105.6% | +25.0% |
| 1Y | +49.1% | +167.3% | -118.2% | +38.6% |
| 3Y | +144.6% | +109.5% | +35.1% | +107.6% |
| 5Y | +466.3% | -29.9% | +496.3% | +406.0% |
| All | +1,707.0% | +45.5% | +1,661.5% | +1,269.7% |
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