+1,608.3%
LLY vs REPL
+35.1%
+1,573.1%
-34.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | REPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +8.0% | -8.8% | -1.0% |
| 7D | -4.5% | +22.8% | -27.3% | -5.0% |
| 30D | +13.9% | +63.8% | -49.9% | +12.2% |
| 3M | +13.8% | +68.1% | -54.4% | +11.9% |
| 6M | +37.6% | +528.5% | -490.9% | +26.8% |
| YTD | +26.6% | +122.4% | -95.8% | +18.4% |
| 1Y | +45.3% | +154.4% | -109.0% | +35.3% |
| 3Y | +132.2% | +68.0% | +64.2% | +99.3% |
| 5Y | +434.7% | -35.4% | +470.0% | +378.9% |
| All | +1,608.3% | +35.1% | +1,573.1% | +1,197.5% |
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