+2,077.5%
LLY vs RIG
-46.1%
+2,123.5%
-34.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +4.1% | -3.0% | +1.0% |
| 7D | +6.6% | +5.7% | +0.9% | +6.4% |
| 30D | +19.4% | -0.7% | +20.1% | +19.4% |
| 3M | +19.6% | -3.1% | +22.7% | +19.5% |
| 6M | +42.6% | -16.3% | +58.9% | +43.1% |
| YTD | +35.0% | +34.1% | +0.8% | +32.7% |
| 1Y | +42.0% | +38.2% | +3.9% | +39.4% |
| 3Y | +140.5% | -15.3% | +155.8% | +137.4% |
| 5Y | +479.9% | +62.5% | +417.4% | +447.7% |
| All | +2,077.5% | -46.1% | +2,123.5% | +1,905.6% |
Cumulative growth
Daily Returns
Daily percentage return beside RIG.
Daily Out/Under-Performance
Portfolio return minus RIG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RIG 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 10y: compounded portfolio wealth divided by compounded RIG 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…
10y analysis · Full analysis span regression · 6 months rolling