+1,610.3%
LLY vs ROL
+213.5%
+1,396.7%
-34.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ROL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +0.4% | -1.3% | -1.0% |
| 7D | -2.1% | -1.4% | -0.7% | -1.7% |
| 30D | -1.6% | -4.1% | +2.5% | -0.5% |
| 3M | +2.3% | -22.5% | +24.8% | +9.8% |
| 6M | +14.9% | -37.7% | +52.5% | +31.6% |
| YTD | +7.5% | -39.6% | +47.0% | +23.6% |
| 1Y | +55.7% | -36.0% | +91.7% | +75.4% |
| 3Y | +110.6% | -5.1% | +115.7% | +107.6% |
| 5Y | +363.4% | -3.4% | +366.8% | +345.2% |
| All | +1,610.3% | +213.5% | +1,396.7% | +1,154.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling