+3,511.7%
LLY vs RNG
+343.0%
+3,168.6%
-34.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +1.1% | -1.7% | -0.8% |
| 7D | +4.6% | +2.3% | +2.3% | +4.4% |
| 30D | +22.4% | -3.4% | +25.8% | +22.5% |
| 3M | +17.1% | +20.9% | -3.8% | +15.5% |
| 6M | +44.6% | +82.2% | -37.6% | +38.6% |
| YTD | +33.5% | +164.6% | -131.2% | +23.8% |
| 1Y | +41.1% | +177.0% | -135.9% | +30.5% |
| 3Y | +143.8% | +177.4% | -33.6% | +121.2% |
| 5Y | +473.4% | -72.3% | +545.7% | +520.1% |
| 10Y | +2,035.0% | +238.9% | +1,796.1% | +1,641.0% |
| All | +3,511.7% | +343.0% | +3,168.6% | +2,802.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling