+17,561.1%
LLY vs ROK
+15,847.2%
+1,713.9%
-68.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ROK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +1.3% | -2.2% | -1.2% |
| 7D | -2.1% | +0.7% | -2.8% | -2.3% |
| 30D | -1.6% | -3.3% | +1.7% | -1.0% |
| 3M | +2.3% | -5.9% | +8.1% | +3.2% |
| 6M | +14.9% | +13.9% | +1.0% | +11.1% |
| YTD | +7.5% | +12.6% | -5.1% | +3.9% |
| 1Y | +55.7% | +28.6% | +27.1% | +46.2% |
| 3Y | +110.6% | +45.1% | +65.5% | +88.4% |
| 5Y | +363.4% | +45.6% | +317.9% | +306.3% |
| 10Y | +1,649.0% | +345.0% | +1,303.9% | +1,053.7% |
| All | +17,561.1% | +15,847.2% | +1,713.9% | +5,038.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling