+104.7%
LLY vs RMD
+53.4%
+51.3%
-34.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RMD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.4% | -0.5% | -0.8% |
| 7D | -2.1% | -5.0% | +2.8% | -1.2% |
| 30D | -1.6% | +2.2% | -3.8% | -2.1% |
| 3M | +2.3% | +17.8% | -15.6% | -0.9% |
| 6M | +14.9% | -11.3% | +26.2% | +16.7% |
| YTD | +7.5% | -4.4% | +11.9% | +7.7% |
| 1Y | +55.7% | -15.7% | +71.4% | +59.0% |
| All | +104.7% | +53.4% | +51.3% | +101.5% |
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