+21,345.7%
LLY vs RIG
-40.2%
+21,385.9%
-68.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -2.8% | +1.9% | -0.7% |
| 7D | -2.1% | +0.9% | -3.0% | -2.2% |
| 30D | -1.6% | +13.8% | -15.4% | -2.4% |
| 3M | +2.3% | -6.4% | +8.7% | +2.6% |
| 6M | +14.9% | -8.2% | +23.1% | +14.9% |
| YTD | +7.5% | +41.6% | -34.2% | +4.4% |
| 1Y | +55.7% | +88.7% | -33.0% | +48.3% |
| 3Y | +110.6% | -30.9% | +141.5% | +109.8% |
| 5Y | +363.4% | +57.7% | +305.7% | +322.9% |
| 10Y | +1,649.0% | -39.3% | +1,688.2% | +1,406.6% |
| All | +21,345.7% | -40.2% | +21,385.9% | +19,968.2% |
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