+390.2%
LLY vs ROKU
-54.3%
+444.5%
-34.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ROKU | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -1.6% | +1.6% | +0.1% |
| 7D | -3.1% | -3.0% | 0.0% | -3.0% |
| 30D | -8.6% | +0.7% | -9.3% | -8.6% |
| 3M | -1.6% | +26.5% | -28.1% | -2.6% |
| 6M | +11.8% | +52.6% | -40.8% | +9.9% |
| YTD | +5.1% | +40.9% | -35.8% | +3.5% |
| 1Y | +50.7% | +57.6% | -6.9% | +47.8% |
| 3Y | +95.7% | +83.2% | +12.5% | +88.2% |
| 5Y | +390.2% | -54.8% | +445.0% | +367.1% |
| All | +390.2% | -54.3% | +444.5% | +367.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling