+134.1%
LLY vs ROIV
+290.8%
-156.8%
-34.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ROIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.8% | -4.2% | +0.5% | -2.9% |
| 7D | -0.7% | -2.4% | +1.7% | -0.2% |
| 30D | +17.9% | +3.1% | +14.8% | +17.1% |
| 3M | +16.8% | +5.8% | +11.0% | +14.5% |
| 6M | +38.4% | +29.3% | +9.1% | +28.0% |
| YTD | +27.6% | +68.8% | -41.2% | +9.1% |
| 1Y | +48.3% | +81.0% | -32.7% | +23.9% |
| All | +134.1% | +290.8% | -156.8% | +48.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling