+1,580.3%
LLY vs RNG
+215.2%
+1,365.1%
-34.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.8% | +0.8% | +0.1% |
| 7D | -3.1% | -4.1% | +1.0% | -2.9% |
| 30D | -8.6% | +8.6% | -17.3% | -9.1% |
| 3M | -1.6% | +78.0% | -79.6% | -5.1% |
| 6M | +11.8% | +67.0% | -55.2% | +8.0% |
| YTD | +5.1% | +142.4% | -137.3% | -1.4% |
| 1Y | +50.7% | +120.4% | -69.7% | +42.0% |
| 3Y | +95.7% | +122.1% | -26.4% | +81.3% |
| 5Y | +390.2% | -69.8% | +460.0% | +430.4% |
| 10Y | +1,580.3% | +223.4% | +1,356.9% | +1,291.1% |
| All | +1,580.3% | +215.2% | +1,365.1% | +1,291.1% |
Cumulative growth
Daily Returns
Daily percentage return beside RNG.
Daily Out/Under-Performance
Portfolio return minus RNG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RNG 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 RNG 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