+26,718.1%
LLY vs RIG
-45.7%
+26,763.8%
-68.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +2.5% | -2.2% | +0.2% |
| 7D | +1.4% | -2.6% | +3.9% | +1.5% |
| 30D | +21.5% | -5.2% | +26.7% | +21.8% |
| 3M | +18.5% | -8.6% | +27.1% | +18.8% |
| 6M | +49.1% | -18.9% | +68.0% | +50.4% |
| YTD | +34.4% | +28.6% | +5.8% | +31.1% |
| 1Y | +46.3% | +25.5% | +20.8% | +42.8% |
| 3Y | +145.5% | -20.2% | +165.6% | +141.9% |
| 5Y | +472.7% | +53.9% | +418.8% | +423.6% |
| 10Y | +2,049.9% | -48.8% | +2,098.7% | +1,776.1% |
| All | +26,718.1% | -45.7% | +26,763.8% | +25,095.0% |
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 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