+1,580.3%
LLY vs RJF
+428.4%
+1,151.9%
-34.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RJF | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.6% | +0.6% | +0.2% |
| 7D | -3.1% | -0.3% | -2.8% | -3.0% |
| 30D | -8.6% | -2.0% | -6.6% | -8.2% |
| 3M | -1.6% | +16.3% | -18.0% | -5.1% |
| 6M | +11.8% | +16.9% | -5.1% | +7.6% |
| YTD | +5.1% | +10.4% | -5.3% | +2.2% |
| 1Y | +50.7% | +7.4% | +43.3% | +47.1% |
| 3Y | +95.7% | +72.2% | +23.5% | +68.9% |
| 5Y | +390.2% | +105.1% | +285.1% | +295.5% |
| 10Y | +1,580.3% | +430.9% | +1,149.4% | +849.3% |
| All | +1,580.3% | +428.4% | +1,151.9% | +849.3% |
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