+390.7%
LLY vs RGTI
+56.1%
+334.5%
-34.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RGTI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.5% | +0.4% | -0.1% |
| 7D | -3.2% | -0.1% | -3.0% | -3.2% |
| 30D | -7.4% | -16.2% | +8.8% | -7.3% |
| 3M | -1.0% | -22.0% | +21.0% | -0.9% |
| 6M | +12.5% | -10.8% | +23.3% | +12.4% |
| YTD | +5.0% | -31.6% | +36.6% | +5.0% |
| 1Y | +49.8% | -6.4% | +56.1% | +49.0% |
| 3Y | +95.5% | +665.7% | -570.2% | +87.7% |
| 5Y | +390.7% | +55.6% | +335.0% | +400.4% |
| All | +390.7% | +56.1% | +334.5% | +400.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling