+57.3%
LLY vs ROP
+10.4%
+46.9%
-23.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ROP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +3.9% | -3.3% | -0.5% |
| 7D | +10.1% | +11.7% | -1.6% | +6.8% |
| 30D | +24.0% | +35.5% | -11.4% | +14.4% |
| 3M | +27.3% | +25.6% | +1.6% | +19.7% |
| 6M | +47.0% | +39.3% | +7.7% | +35.8% |
| YTD | +32.6% | +11.6% | +20.9% | +35.6% |
| 1Y | +57.3% | +10.6% | +46.7% | +61.7% |
| All | +57.3% | +10.4% | +46.9% | +61.7% |
Cumulative growth
Daily Returns
Daily percentage return beside ROP.
Daily Out/Under-Performance
Portfolio return minus ROP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ROP 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 1y: compounded portfolio wealth divided by compounded ROP 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…
1y analysis · Full analysis span regression · 6 months rolling