+1,580.3%
LLY vs RIG
-44.3%
+1,624.6%
-34.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.9% | +0.9% | +0.1% |
| 7D | -3.1% | -8.2% | +5.1% | -2.8% |
| 30D | -8.6% | -0.2% | -8.4% | -8.6% |
| 3M | -1.6% | -2.7% | +1.1% | -1.6% |
| 6M | +11.8% | -7.5% | +19.3% | +11.8% |
| YTD | +5.1% | +38.3% | -33.1% | +3.3% |
| 1Y | +50.7% | +81.8% | -31.1% | +46.4% |
| 3Y | +95.7% | -30.2% | +125.9% | +94.8% |
| 5Y | +390.2% | +59.9% | +330.2% | +363.0% |
| 10Y | +1,580.3% | -41.9% | +1,622.2% | +1,433.3% |
| All | +1,580.3% | -44.3% | +1,624.6% | +1,433.3% |
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