+361.5%
LLY vs RJF
+105.7%
+255.8%
-34.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RJF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -1.0% | -1.2% | -2.1% |
| 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% | -4.8% |
| 6M | +13.8% | +17.0% | -3.1% | +10.7% |
| YTD | +5.1% | +11.1% | -6.0% | +2.9% |
| 1Y | +53.1% | +8.0% | +45.2% | +50.4% |
| 3Y | +95.6% | +73.3% | +22.3% | +75.9% |
| 5Y | +361.5% | +107.4% | +254.1% | +289.3% |
| All | +361.5% | +105.7% | +255.8% | +289.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling