+5,277.2%
LLY vs RL
+1,476.5%
+3,800.7%
-68.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -1.4% | +0.6% | -0.6% |
| 7D | -4.5% | -4.2% | -0.3% | -3.8% |
| 30D | +13.9% | +4.3% | +9.6% | +13.1% |
| 3M | +13.8% | -4.6% | +18.4% | +14.6% |
| 6M | +37.6% | +1.7% | +35.9% | +36.5% |
| YTD | +26.6% | +7.3% | +19.3% | +24.1% |
| 1Y | +45.3% | +20.8% | +24.6% | +39.7% |
| 3Y | +132.2% | +247.0% | -114.7% | +85.0% |
| 5Y | +434.7% | +225.5% | +209.2% | +320.5% |
| 10Y | +2,084.3% | +363.0% | +1,721.3% | +1,410.2% |
| All | +5,277.2% | +1,476.5% | +3,800.7% | +2,610.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling