+21,908.6%
LLY vs ROK
+14,499.9%
+7,408.7%
-68.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ROK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +2.0% | -0.6% | +1.0% |
| 7D | +1.6% | -11.0% | +12.7% | +4.0% |
| 30D | +21.5% | -8.2% | +29.6% | +23.4% |
| 3M | +16.4% | -8.5% | +24.9% | +18.2% |
| 6M | +51.5% | -12.0% | +63.4% | +54.3% |
| YTD | +33.9% | +3.1% | +30.9% | +31.5% |
| 1Y | +49.1% | +2.9% | +46.2% | +46.4% |
| 3Y | +144.6% | +60.7% | +84.0% | +113.5% |
| 5Y | +466.3% | +29.5% | +436.8% | +407.6% |
| 10Y | +2,024.1% | +262.6% | +1,761.5% | +1,361.0% |
| All | +21,908.6% | +14,499.9% | +7,408.7% | +6,401.8% |
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