+372.0%
LLY vs ROIV
+250.7%
+121.3%
-34.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ROIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +1.5% | -2.4% | -1.0% |
| 7D | -2.1% | +0.6% | -2.8% | -2.2% |
| 30D | -1.6% | +1.0% | -2.6% | -1.7% |
| 3M | +2.3% | +18.3% | -16.0% | +0.9% |
| 6M | +14.9% | +18.3% | -3.4% | +13.2% |
| YTD | +7.5% | +61.0% | -53.5% | +3.6% |
| 1Y | +55.7% | +177.9% | -122.2% | +45.0% |
| 3Y | +110.6% | +199.1% | -88.5% | +94.1% |
| All | +372.0% | +250.7% | +121.3% | +292.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling