+372.0%
LLY vs ROL
-3.8%
+375.8%
-34.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ROL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +0.4% | -1.3% | -1.0% |
| 7D | -2.1% | -1.4% | -0.7% | -1.8% |
| 30D | -1.6% | -4.1% | +2.5% | -0.5% |
| 3M | +2.3% | -22.5% | +24.8% | +9.4% |
| 6M | +14.9% | -37.7% | +52.5% | +30.8% |
| YTD | +7.5% | -39.6% | +47.0% | +22.8% |
| 1Y | +55.7% | -36.0% | +91.7% | +74.1% |
| 3Y | +110.6% | -5.1% | +115.7% | +106.5% |
| All | +372.0% | -3.8% | +375.8% | +328.1% |
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 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