+901.4%
LLY vs ROIV
+287.3%
+614.0%
-34.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ROIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | +4.6% | -0.3% | +4.0% |
| 7D | +0.1% | +13.3% | -13.3% | -0.8% |
| 30D | +19.7% | +14.8% | +5.0% | +18.6% |
| 3M | +19.3% | +11.9% | +7.3% | +18.1% |
| 6M | +49.3% | +42.4% | +6.9% | +45.1% |
| YTD | +32.0% | +87.4% | -55.4% | +25.7% |
| 1Y | +53.7% | +97.2% | -43.5% | +45.8% |
| 3Y | +143.7% | +375.7% | -231.9% | +120.3% |
| 5Y | +463.9% | +379.0% | +84.9% | +392.8% |
| All | +901.4% | +287.3% | +614.0% | +734.3% |
Cumulative growth
Daily Returns
Daily percentage return beside ROIV.
Daily Out/Under-Performance
Portfolio return minus ROIV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ROIV 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 10y: compounded portfolio wealth divided by compounded ROIV 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…
10y analysis · Full analysis span regression · 6 months rolling