+37.6%
LLY vs RIG
-11.9%
+49.5%
-12.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | RIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +2.7% | -3.5% | -0.7% |
| 7D | -4.5% | -24.5% | +20.0% | -5.4% |
| 30D | +13.9% | -2.8% | +16.7% | +14.3% |
| 3M | +13.8% | +1.6% | +12.2% | +14.4% |
| 6M | +37.6% | -15.9% | +53.5% | +36.0% |
| All | +37.6% | -11.9% | +49.5% | +36.0% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling