+860.3%
LLY vs ROIV
+270.3%
+590.0%
-34.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ROIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +6.2% | -7.0% | -1.2% |
| 7D | -4.5% | +5.3% | -9.8% | -4.8% |
| 30D | +13.9% | +11.9% | +2.0% | +13.0% |
| 3M | +13.8% | +10.7% | +3.1% | +12.7% |
| 6M | +37.6% | +34.9% | +2.7% | +34.2% |
| YTD | +26.6% | +79.2% | -52.6% | +20.9% |
| 1Y | +45.3% | +89.0% | -43.7% | +38.2% |
| 3Y | +132.2% | +337.3% | -205.1% | +110.8% |
| 5Y | +434.7% | +402.3% | +32.3% | +367.7% |
| All | +860.3% | +270.3% | +590.0% | +702.5% |
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