+483.3%
LLY vs ROL
+15.7%
+467.6%
-34.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ROL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +2.6% | -1.3% | +0.6% |
| 7D | +6.7% | +3.0% | +3.8% | +5.9% |
| 30D | +19.6% | +19.8% | -0.2% | +13.7% |
| 3M | +19.7% | +7.9% | +11.8% | +16.9% |
| 6M | +42.7% | -25.6% | +68.4% | +54.4% |
| YTD | +35.1% | -34.1% | +69.3% | +50.6% |
| 1Y | +42.2% | -31.4% | +73.6% | +56.3% |
| 3Y | +140.8% | +4.7% | +136.1% | +128.8% |
| All | +483.3% | +15.7% | +467.6% | +404.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling