+17,561.1%
LLY vs RJF
+49,848.3%
-32,287.2%
-68.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RJF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -1.6% | +0.7% | -0.6% |
| 7D | -2.1% | -0.6% | -1.6% | -2.1% |
| 30D | -1.6% | -1.3% | -0.4% | -1.4% |
| 3M | +2.3% | +18.9% | -16.6% | -1.4% |
| 6M | +14.9% | +15.0% | -0.1% | +11.3% |
| YTD | +7.5% | +12.2% | -4.7% | +4.5% |
| 1Y | +55.7% | +5.6% | +50.1% | +52.9% |
| 3Y | +110.6% | +74.9% | +35.7% | +85.0% |
| 5Y | +363.4% | +106.6% | +256.8% | +286.9% |
| 10Y | +1,649.0% | +433.1% | +1,215.9% | +1,060.7% |
| All | +17,561.1% | +49,848.3% | -32,287.2% | +4,800.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling