+57.3%
LLY vs RL
+34.3%
+23.0%
-23.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +4.5% | -3.9% | -0.2% |
| 7D | +10.1% | +5.8% | +4.3% | +8.9% |
| 30D | +24.0% | +12.7% | +11.3% | +21.4% |
| 3M | +27.3% | +9.3% | +17.9% | +25.2% |
| 6M | +47.0% | +16.9% | +30.0% | +42.2% |
| YTD | +32.6% | +17.5% | +15.1% | +24.4% |
| 1Y | +57.3% | +34.6% | +22.7% | +37.9% |
| All | +57.3% | +34.3% | +23.0% | +37.9% |
Cumulative growth
Daily Returns
Daily percentage return beside RL.
Daily Out/Under-Performance
Portfolio return minus RL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RL 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 1y: compounded portfolio wealth divided by compounded RL 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…
1y analysis · Full analysis span regression · 6 months rolling