+57.3%
LLY vs RGTI
-69.7%
+127.1%
-23.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RGTI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +1.1% | -0.5% | +0.6% |
| 7D | +10.1% | -9.6% | +19.7% | +10.2% |
| 30D | +24.0% | -26.0% | +50.1% | +24.5% |
| 3M | +27.3% | -35.8% | +63.0% | +27.9% |
| 6M | +47.0% | -36.7% | +83.6% | +47.4% |
| YTD | +32.6% | -49.4% | +82.0% | +31.1% |
| 1Y | +57.3% | -68.1% | +125.5% | +54.2% |
| All | +57.3% | -69.7% | +127.1% | +54.2% |
Cumulative growth
Daily Returns
Daily percentage return beside RGTI.
Daily Out/Under-Performance
Portfolio return minus RGTI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RGTI 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 1y: compounded portfolio wealth divided by compounded RGTI 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…
1y analysis · Full analysis span regression · 6 months rolling