+2,049.9%
LLY vs RJF
+334.0%
+1,716.0%
-34.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RJF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.6% | +0.9% | +0.5% |
| 7D | +1.4% | -0.9% | +2.3% | +1.6% |
| 30D | +21.5% | +5.3% | +16.2% | +20.1% |
| 3M | +18.5% | -6.8% | +25.3% | +20.2% |
| 6M | +49.1% | +11.4% | +37.7% | +45.1% |
| YTD | +34.4% | +5.5% | +28.8% | +32.0% |
| 1Y | +46.3% | +3.7% | +42.6% | +44.1% |
| 3Y | +145.5% | +73.4% | +72.0% | +112.0% |
| 5Y | +472.7% | +78.3% | +394.3% | +380.3% |
| 10Y | +2,049.9% | +328.4% | +1,721.5% | +1,304.9% |
| All | +2,049.9% | +334.0% | +1,716.0% | +1,304.9% |
Cumulative growth
Daily Returns
Daily percentage return beside RJF.
Daily Out/Under-Performance
Portfolio return minus RJF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RJF 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 RJF 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