+2,006.3%
LLY vs RL
+397.7%
+1,608.7%
-34.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | +5.8% | -1.6% | +3.5% |
| 7D | +0.1% | +0.2% | -0.2% | 0.0% |
| 30D | +19.7% | +7.3% | +12.4% | +18.6% |
| 3M | +19.3% | +1.0% | +18.2% | +19.0% |
| 6M | +49.3% | +11.8% | +37.6% | +46.5% |
| YTD | +32.0% | +13.6% | +18.4% | +28.9% |
| 1Y | +53.7% | +24.0% | +29.7% | +48.3% |
| 3Y | +143.7% | +256.6% | -112.8% | +105.8% |
| 5Y | +463.9% | +240.2% | +223.7% | +370.9% |
| 10Y | +2,006.3% | +373.0% | +1,633.4% | +1,482.2% |
| All | +2,006.3% | +397.7% | +1,608.7% | +1,482.2% |
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