+95.6%
LLY vs ROKU
+86.5%
+9.1%
-34.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ROKU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -0.2% | -2.1% | -2.2% |
| 7D | -3.1% | -0.1% | -3.0% | -3.1% |
| 30D | -5.1% | +1.5% | -6.5% | -5.2% |
| 3M | -2.1% | +25.7% | -27.8% | -4.1% |
| 6M | +13.8% | +54.5% | -40.6% | +9.3% |
| YTD | +5.1% | +43.2% | -38.1% | +1.4% |
| 1Y | +53.1% | +56.3% | -3.2% | +46.4% |
| 3Y | +95.6% | +86.1% | +9.5% | +79.0% |
| All | +95.6% | +86.5% | +9.1% | +79.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling