+46.3%
LLY vs RNG
+178.2%
-131.9%
-23.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +2.4% | -2.1% | +0.3% |
| 7D | +1.4% | -3.5% | +4.9% | +1.5% |
| 30D | +21.5% | -3.8% | +25.3% | +21.5% |
| 3M | +18.5% | +18.6% | -0.1% | +17.4% |
| 6M | +49.1% | +69.2% | -20.1% | +45.6% |
| YTD | +34.4% | +161.9% | -127.5% | +22.1% |
| 1Y | +46.3% | +176.2% | -129.9% | +29.2% |
| All | +46.3% | +178.2% | -131.9% | +29.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling