+1,560.7%
LLY vs ROK
+350.4%
+1,210.2%
-34.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ROK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -1.1% | +1.0% | +0.1% |
| 7D | -3.2% | -1.6% | -1.5% | -2.8% |
| 30D | -7.4% | -5.4% | -2.0% | -6.5% |
| 3M | -1.0% | -4.0% | +2.9% | -0.6% |
| 6M | +12.5% | +13.3% | -0.8% | +9.0% |
| YTD | +5.0% | +9.3% | -4.3% | +2.2% |
| 1Y | +49.8% | +25.8% | +23.9% | +41.6% |
| 3Y | +95.5% | +49.1% | +46.4% | +74.7% |
| 5Y | +390.7% | +45.9% | +344.8% | +331.5% |
| All | +1,560.7% | +350.4% | +1,210.2% | +997.6% |
Cumulative growth
Daily Returns
Daily percentage return beside ROK.
Daily Out/Under-Performance
Portfolio return minus ROK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ROK 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 ROK 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