+143.7%
LLY vs RNG
+165.4%
-21.6%
-34.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | +1.0% | +3.3% | +4.3% |
| 7D | +0.1% | -6.2% | +6.3% | +0.2% |
| 30D | +19.7% | -8.0% | +27.8% | +19.8% |
| 3M | +19.3% | +15.7% | +3.6% | +18.8% |
| 6M | +49.3% | +60.3% | -11.0% | +47.5% |
| YTD | +32.0% | +153.8% | -121.8% | +28.7% |
| 1Y | +53.7% | +172.2% | -118.5% | +49.7% |
| 3Y | +143.7% | +174.8% | -31.1% | +141.2% |
| All | +143.7% | +165.4% | -21.6% | +141.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling