+95.6%
LLY vs RJF
+76.7%
+19.0%
-34.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RJF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -1.0% | -1.2% | -2.0% |
| 7D | -3.1% | +1.8% | -4.9% | -3.4% |
| 30D | -5.1% | 0.0% | -5.1% | -5.1% |
| 3M | -2.1% | +18.0% | -20.0% | -4.9% |
| 6M | +13.8% | +17.0% | -3.1% | +10.5% |
| YTD | +5.1% | +11.1% | -6.0% | +3.0% |
| 1Y | +53.1% | +8.0% | +45.2% | +50.3% |
| 3Y | +95.6% | +73.3% | +22.3% | +80.3% |
| All | +95.6% | +76.7% | +19.0% | +80.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling