+463.9%
LLY vs RNG
-68.7%
+532.6%
-34.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| 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% | +19.9% |
| 3M | +19.3% | +15.7% | +3.6% | +18.8% |
| 6M | +49.3% | +60.3% | -11.0% | +47.6% |
| YTD | +32.0% | +153.8% | -121.8% | +29.0% |
| 1Y | +53.7% | +172.2% | -118.5% | +49.9% |
| 3Y | +143.7% | +174.8% | -31.1% | +136.3% |
| 5Y | +463.9% | -68.6% | +532.5% | +484.3% |
| All | +463.9% | -68.7% | +532.6% | +484.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling