+2,068.1%
LLY vs RMD
+344.2%
+1,723.9%
-34.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RMD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +1.9% | -1.5% | -0.1% |
| 7D | +1.4% | -0.8% | +2.2% | +1.6% |
| 30D | +21.5% | +1.7% | +19.9% | +20.7% |
| 3M | +18.5% | +6.4% | +12.1% | +16.2% |
| 6M | +49.1% | +20.7% | +28.4% | +41.0% |
| YTD | +34.4% | -0.2% | +34.5% | +33.2% |
| 1Y | +46.3% | -4.5% | +50.8% | +46.7% |
| 3Y | +145.5% | +70.5% | +74.9% | +104.8% |
| 5Y | +472.7% | -1.6% | +474.3% | +447.2% |
| All | +2,068.1% | +344.2% | +1,723.9% | +1,448.8% |
Cumulative growth
Daily Returns
Daily percentage return beside RMD.
Daily Out/Under-Performance
Portfolio return minus RMD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RMD 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 RMD 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