+867.9%
LLY vs ROIV
+248.8%
+619.1%
-34.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ROIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.8% | -4.2% | +0.5% | -3.5% |
| 7D | -0.7% | -2.4% | +1.7% | -0.5% |
| 30D | +17.9% | +3.1% | +14.8% | +17.6% |
| 3M | +16.8% | +5.8% | +11.0% | +16.1% |
| 6M | +38.4% | +29.3% | +9.1% | +35.4% |
| YTD | +27.6% | +68.8% | -41.2% | +22.3% |
| 1Y | +48.3% | +81.0% | -32.7% | +41.5% |
| 3Y | +145.4% | +294.6% | -149.3% | +123.9% |
| 5Y | +438.9% | +373.1% | +65.8% | +373.4% |
| All | +867.9% | +248.8% | +619.1% | +712.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling