+472.7%
LLY vs REPL
-34.5%
+507.2%
-34.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | REPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -6.4% | +6.8% | +0.5% |
| 7D | +1.4% | +5.3% | -3.9% | +1.3% |
| 30D | +21.5% | +66.6% | -45.1% | +20.5% |
| 3M | +18.5% | +59.6% | -41.1% | +17.5% |
| 6M | +49.1% | +482.4% | -433.2% | +42.8% |
| YTD | +34.4% | +124.1% | -89.7% | +29.5% |
| 1Y | +46.3% | +138.6% | -92.3% | +40.7% |
| 3Y | +145.5% | +96.0% | +49.4% | +123.7% |
| 5Y | +472.7% | -35.4% | +508.1% | +415.0% |
| All | +472.7% | -34.5% | +507.2% | +415.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling