+361.5%
LLY vs RIG
+52.4%
+309.1%
-34.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -1.5% | -0.7% | -2.2% |
| 7D | -3.1% | -2.7% | -0.4% | -3.0% |
| 30D | -5.1% | +9.5% | -14.6% | -5.4% |
| 3M | -2.1% | -6.6% | +4.6% | -1.9% |
| 6M | +13.8% | -2.9% | +16.7% | +13.5% |
| YTD | +5.1% | +39.5% | -34.4% | +3.3% |
| 1Y | +53.1% | +82.3% | -29.2% | +49.1% |
| 3Y | +95.6% | -29.6% | +125.2% | +93.1% |
| 5Y | +361.5% | +63.2% | +298.3% | +341.4% |
| All | +361.5% | +52.4% | +309.1% | +341.4% |
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