+2,043.2%
LLY vs ROL
+216.1%
+1,827.1%
-34.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ROL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -2.1% | +1.3% | -0.2% |
| 7D | -4.5% | +9.5% | -14.0% | -7.1% |
| 30D | +13.9% | +22.9% | -9.0% | +7.1% |
| 3M | +13.8% | +3.5% | +10.2% | +12.2% |
| 6M | +37.6% | -29.4% | +67.0% | +51.6% |
| YTD | +26.6% | -36.1% | +62.7% | +43.0% |
| 1Y | +45.3% | -34.4% | +79.7% | +62.8% |
| 3Y | +132.2% | +4.0% | +128.2% | +122.6% |
| 5Y | +434.7% | +13.2% | +421.4% | +389.0% |
| All | +2,043.2% | +216.1% | +1,827.1% | +1,236.5% |
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