+132.2%
LLY vs ROL
+3.8%
+128.4%
-34.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ROL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -2.1% | +1.3% | -0.3% |
| 7D | -4.5% | +9.5% | -14.0% | -6.5% |
| 30D | +13.9% | +22.9% | -9.0% | +8.9% |
| 3M | +13.8% | +3.5% | +10.2% | +12.6% |
| 6M | +37.6% | -29.4% | +67.0% | +48.5% |
| YTD | +26.6% | -36.1% | +62.7% | +39.0% |
| 1Y | +45.3% | -34.4% | +79.7% | +58.2% |
| 3Y | +132.2% | +4.0% | +128.2% | +119.3% |
| All | +132.2% | +3.8% | +128.4% | +119.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling