+2,024.1%
LLY vs RL
+369.1%
+1,655.0%
-34.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +0.3% | +1.2% | +1.4% |
| 7D | +1.6% | +1.3% | +0.3% | +1.4% |
| 30D | +21.5% | +7.6% | +13.8% | +20.2% |
| 3M | +16.4% | -1.5% | +17.9% | +16.6% |
| 6M | +51.5% | +12.1% | +39.4% | +48.6% |
| YTD | +33.9% | +13.9% | +20.0% | +30.7% |
| 1Y | +49.1% | +20.7% | +28.4% | +44.4% |
| 3Y | +144.6% | +260.6% | -115.9% | +106.3% |
| 5Y | +466.3% | +248.9% | +217.5% | +371.5% |
| 10Y | +2,024.1% | +355.9% | +1,668.2% | +1,500.3% |
| All | +2,024.1% | +369.1% | +1,655.0% | +1,500.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling