+57.3%
LLY vs ROL
-34.1%
+91.5%
-23.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ROL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +2.8% | -2.1% | +0.3% |
| 7D | +10.1% | +14.6% | -4.5% | +8.4% |
| 30D | +24.0% | +29.3% | -5.2% | +21.5% |
| 3M | +27.3% | +2.0% | +25.3% | +26.0% |
| 6M | +47.0% | -28.5% | +75.5% | +47.8% |
| YTD | +32.6% | -35.3% | +67.9% | +29.2% |
| 1Y | +57.3% | -34.7% | +92.0% | +52.4% |
| All | +57.3% | -34.1% | +91.5% | +52.4% |
Cumulative growth
Daily Returns
Daily percentage return beside ROL.
Daily Out/Under-Performance
Portfolio return minus ROL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ROL 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 1y: compounded portfolio wealth divided by compounded ROL 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…
1y analysis · Full analysis span regression · 6 months rolling