+42.2%
LLY vs RL
+15.3%
+26.9%
-23.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -1.2% | +2.4% | +1.5% |
| 7D | +6.7% | +2.6% | +4.2% | +6.2% |
| 30D | +19.6% | +2.9% | +16.6% | +19.0% |
| 3M | +19.7% | 0.0% | +19.7% | +19.5% |
| 6M | +42.7% | +17.1% | +25.6% | +38.3% |
| YTD | +35.1% | +10.1% | +25.0% | +28.0% |
| 1Y | +42.2% | +17.3% | +24.9% | +30.0% |
| All | +42.2% | +15.3% | +26.9% | +30.0% |
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