+2,053.0%
LLY vs ROK
+265.6%
+1,787.4%
-34.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ROK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.5% | -0.2% | -0.6% |
| 7D | +4.6% | +6.1% | -1.5% | +3.4% |
| 30D | +22.4% | -6.5% | +28.9% | +23.7% |
| 3M | +17.1% | -10.2% | +27.3% | +19.2% |
| 6M | +44.6% | -10.6% | +55.3% | +46.7% |
| YTD | +33.5% | +4.9% | +28.6% | +30.6% |
| 1Y | +41.1% | +3.8% | +37.3% | +38.3% |
| 3Y | +143.8% | +63.5% | +80.3% | +112.7% |
| 5Y | +473.4% | +30.9% | +442.4% | +415.5% |
| All | +2,053.0% | +265.6% | +1,787.4% | +1,415.0% |
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