+2,006.3%
LLY vs RIG
-46.5%
+2,052.8%
-34.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | -1.3% | +5.6% | +4.3% |
| 7D | +0.1% | -17.0% | +17.1% | +0.7% |
| 30D | +19.7% | -6.2% | +25.9% | +19.9% |
| 3M | +19.3% | -1.7% | +21.0% | +19.1% |
| 6M | +49.3% | -19.2% | +68.6% | +50.1% |
| YTD | +32.0% | +25.2% | +6.8% | +30.1% |
| 1Y | +53.7% | +29.9% | +23.8% | +51.2% |
| 3Y | +143.7% | -21.3% | +165.1% | +141.3% |
| 5Y | +463.9% | +40.5% | +423.4% | +435.6% |
| 10Y | +2,006.3% | -49.6% | +2,055.9% | +1,832.3% |
| All | +2,006.3% | -46.5% | +2,052.8% | +1,832.3% |
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