+686.4%
LLY vs RKT
-11.2%
+697.7%
-34.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RKT | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -2.8% | +2.8% | +0.1% |
| 7D | -3.1% | -1.0% | -2.1% | -3.1% |
| 30D | -8.6% | -2.4% | -6.2% | -8.6% |
| 3M | -1.6% | +1.9% | -3.5% | -1.8% |
| 6M | +11.8% | -13.9% | +25.7% | +12.0% |
| YTD | +5.1% | -30.6% | +35.7% | +5.8% |
| 1Y | +50.7% | -34.4% | +85.1% | +51.7% |
| 3Y | +95.7% | +38.2% | +57.5% | +92.0% |
| 5Y | +390.2% | -9.7% | +399.8% | +377.4% |
| All | +686.4% | -11.2% | +697.7% | +655.7% |
Cumulative growth
Daily Returns
Daily percentage return beside RKT.
Daily Out/Under-Performance
Portfolio return minus RKT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RKT 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 RKT 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