+25,164.0%
LLY vs RIG
-46.4%
+25,210.4%
-68.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +2.7% | -3.5% | -1.0% |
| 7D | -4.5% | -24.5% | +20.0% | -2.9% |
| 30D | +13.9% | -2.8% | +16.7% | +14.0% |
| 3M | +13.8% | +1.6% | +12.2% | +13.4% |
| 6M | +37.6% | -15.9% | +53.5% | +38.5% |
| YTD | +26.6% | +26.9% | -0.3% | +23.6% |
| 1Y | +45.3% | +34.4% | +11.0% | +41.3% |
| 3Y | +132.2% | -21.2% | +153.4% | +129.0% |
| 5Y | +434.7% | +46.4% | +388.3% | +390.4% |
| 10Y | +2,084.3% | -45.8% | +2,130.1% | +1,796.0% |
| All | +25,164.0% | -46.4% | +25,210.4% | +23,655.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling