+140.8%
LLY vs RKT
+75.2%
+65.6%
-34.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RKT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | 0.0% | +1.3% | +1.3% |
| 7D | +6.7% | -9.0% | +15.7% | +7.1% |
| 30D | +19.6% | +30.2% | -10.6% | +18.3% |
| 3M | +19.7% | -8.8% | +28.6% | +19.8% |
| 6M | +42.7% | -0.9% | +43.7% | +42.3% |
| YTD | +35.1% | -29.2% | +64.3% | +35.6% |
| 1Y | +42.2% | -20.1% | +62.2% | +41.8% |
| 3Y | +140.8% | +81.3% | +59.5% | +139.5% |
| All | +140.8% | +75.2% | +65.6% | +139.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling