+1,395.5%
LLY vs ROKU
+880.6%
+515.0%
-34.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ROKU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +0.5% | -1.2% | -0.7% |
| 7D | -2.9% | -0.4% | -2.5% | -2.9% |
| 30D | -8.4% | +2.1% | -10.5% | -8.5% |
| 3M | -3.8% | +29.5% | -33.3% | -4.9% |
| 6M | +11.9% | +53.8% | -41.9% | +9.7% |
| YTD | +4.3% | +42.8% | -38.5% | +2.5% |
| 1Y | +48.5% | +60.7% | -12.3% | +45.0% |
| 3Y | +91.2% | +83.9% | +7.3% | +83.1% |
| 5Y | +387.5% | -52.8% | +440.3% | +383.7% |
| All | +1,395.5% | +880.6% | +515.0% | +1,236.9% |
Cumulative growth
Daily Returns
Daily percentage return beside ROKU.
Daily Out/Under-Performance
Portfolio return minus ROKU return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ROKU 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 ROKU 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