+361.5%
LLY vs RNG
-70.8%
+432.3%
-34.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -4.4% | +2.1% | -2.1% |
| 7D | -3.1% | -0.8% | -2.3% | -3.1% |
| 30D | -5.1% | +11.4% | -16.5% | -5.3% |
| 3M | -2.1% | +72.1% | -74.1% | -3.2% |
| 6M | +13.8% | +67.9% | -54.1% | +12.4% |
| YTD | +5.1% | +144.3% | -139.3% | +2.6% |
| 1Y | +53.1% | +117.5% | -64.4% | +49.8% |
| 3Y | +95.6% | +123.9% | -28.2% | +89.9% |
| 5Y | +361.5% | -70.1% | +431.6% | +378.5% |
| All | +361.5% | -70.8% | +432.3% | +378.5% |
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