+2,808.4%
LLY vs RNG
+327.7%
+2,480.7%
-34.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -3.9% | +3.0% | -0.6% |
| 7D | -2.1% | +5.8% | -7.9% | -2.5% |
| 30D | -1.6% | +19.6% | -21.2% | -2.7% |
| 3M | +2.3% | +67.0% | -64.7% | -1.2% |
| 6M | +14.9% | +88.4% | -73.5% | +9.8% |
| YTD | +7.5% | +155.5% | -148.0% | +0.1% |
| 1Y | +55.7% | +141.7% | -86.0% | +45.2% |
| 3Y | +110.6% | +131.1% | -20.5% | +93.6% |
| 5Y | +363.4% | -70.6% | +434.0% | +396.0% |
| 10Y | +1,649.0% | +228.2% | +1,420.8% | +1,329.9% |
| All | +2,808.4% | +327.7% | +2,480.7% | +2,245.9% |
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