+2,050.0%
LLY vs RNG
+248.5%
+1,801.4%
-34.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +2.4% | -2.1% | +0.2% |
| 7D | +1.4% | -3.5% | +4.9% | +1.6% |
| 30D | +21.5% | -3.8% | +25.3% | +21.7% |
| 3M | +18.5% | +18.6% | -0.1% | +17.1% |
| 6M | +49.1% | +69.2% | -20.1% | +43.9% |
| YTD | +34.4% | +161.9% | -127.5% | +25.5% |
| 1Y | +46.3% | +176.2% | -129.9% | +36.1% |
| 3Y | +145.5% | +174.5% | -29.0% | +124.5% |
| 5Y | +472.7% | -71.9% | +544.6% | +529.7% |
| 10Y | +2,050.0% | +235.4% | +1,814.6% | +1,772.8% |
| All | +2,050.0% | +248.5% | +1,801.4% | +1,772.8% |
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