+443.8%
LLY vs RIG
+44.4%
+399.5%
-34.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +2.7% | -3.5% | -0.9% |
| 7D | -4.5% | -24.5% | +20.0% | -3.6% |
| 30D | +13.9% | -2.8% | +16.7% | +13.9% |
| 3M | +13.8% | +1.6% | +12.2% | +13.5% |
| 6M | +37.6% | -15.9% | +53.5% | +38.1% |
| YTD | +26.6% | +26.9% | -0.3% | +24.5% |
| 1Y | +45.3% | +34.4% | +11.0% | +42.5% |
| 3Y | +132.2% | -21.2% | +153.4% | +128.4% |
| All | +443.8% | +44.4% | +399.5% | +409.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling