+140.8%
LLY vs RMD
+69.3%
+71.4%
-34.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RMD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +0.3% | +1.0% | +1.2% |
| 7D | +6.7% | +2.1% | +4.7% | +6.3% |
| 30D | +19.6% | +2.1% | +17.5% | +18.8% |
| 3M | +19.7% | +6.2% | +13.5% | +17.9% |
| 6M | +42.7% | +19.4% | +23.3% | +37.2% |
| YTD | +35.1% | +0.5% | +34.6% | +33.8% |
| 1Y | +42.2% | -3.9% | +46.1% | +41.8% |
| 3Y | +140.8% | +72.5% | +68.2% | +145.1% |
| All | +140.8% | +69.3% | +71.4% | +145.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling