+2,006.3%
LLY vs ROL
+222.1%
+1,784.3%
-34.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ROL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | +2.1% | +2.2% | +3.7% |
| 7D | +0.1% | +7.5% | -7.5% | -2.1% |
| 30D | +19.7% | +21.1% | -1.4% | +13.1% |
| 3M | +19.3% | +3.1% | +16.1% | +17.8% |
| 6M | +49.3% | -27.4% | +76.8% | +63.2% |
| YTD | +32.0% | -34.7% | +66.7% | +48.2% |
| 1Y | +53.7% | -32.9% | +86.7% | +71.1% |
| 3Y | +143.7% | +6.1% | +137.6% | +132.3% |
| 5Y | +463.9% | +16.3% | +447.6% | +411.8% |
| 10Y | +2,006.3% | +214.9% | +1,791.5% | +1,343.4% |
| All | +2,006.3% | +222.1% | +1,784.3% | +1,343.4% |
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 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