+1,700.7%
LLY vs REPL
+37.4%
+1,663.3%
-34.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | REPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +0.9% | -1.6% | -0.7% |
| 7D | +4.6% | +9.8% | -5.2% | +4.3% |
| 30D | +22.4% | +81.5% | -59.1% | +20.2% |
| 3M | +17.1% | +44.2% | -27.1% | +15.8% |
| 6M | +44.6% | +437.4% | -392.8% | +34.3% |
| YTD | +33.5% | +126.1% | -92.7% | +24.8% |
| 1Y | +41.1% | +143.1% | -102.0% | +31.6% |
| 3Y | +143.8% | +97.8% | +45.9% | +107.2% |
| 5Y | +473.4% | -34.3% | +507.6% | +413.3% |
| All | +1,700.7% | +37.4% | +1,663.3% | +1,267.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling