+344.0%
LLY vs RIVN
-85.0%
+429.0%
-34.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RIVN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +0.3% | -0.4% | -0.1% |
| 7D | -3.2% | +0.9% | -4.0% | -3.2% |
| 30D | -7.4% | -1.9% | -5.5% | -7.4% |
| 3M | -1.0% | +8.7% | -9.8% | -1.5% |
| 6M | +12.5% | -3.0% | +15.5% | +12.2% |
| YTD | +5.0% | -18.6% | +23.6% | +5.1% |
| 1Y | +49.8% | +15.4% | +34.4% | +48.2% |
| 3Y | +95.5% | -30.5% | +126.0% | +93.5% |
| All | +344.0% | -85.0% | +429.0% | +347.7% |
Cumulative growth
Daily Returns
Daily percentage return beside RIVN.
Daily Out/Under-Performance
Portfolio return minus RIVN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RIVN 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 10y: compounded portfolio wealth divided by compounded RIVN 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…
10y analysis · Full analysis span regression · 6 months rolling