+2,024.1%
LLY vs RJF
+343.7%
+1,680.4%
-34.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RJF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +0.2% | +1.3% | +1.4% |
| 7D | +1.6% | +4.0% | -2.4% | +0.8% |
| 30D | +21.5% | +6.1% | +15.3% | +19.9% |
| 3M | +16.4% | -5.8% | +22.2% | +17.9% |
| 6M | +51.5% | +9.7% | +41.8% | +47.9% |
| YTD | +33.9% | +6.2% | +27.8% | +31.3% |
| 1Y | +49.1% | +5.3% | +43.8% | +46.4% |
| 3Y | +144.6% | +74.4% | +70.2% | +111.0% |
| 5Y | +466.3% | +81.6% | +384.8% | +372.8% |
| 10Y | +2,024.1% | +333.6% | +1,690.6% | +1,281.2% |
| All | +2,024.1% | +343.7% | +1,680.4% | +1,281.2% |
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