+1,545.2%
LLY vs ROP
+134.1%
+1,411.0%
-34.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ROP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -2.9% | +0.6% | -1.0% |
| 7D | -3.1% | -5.4% | +2.3% | -0.9% |
| 30D | -5.1% | -1.6% | -3.4% | -4.5% |
| 3M | -2.1% | +18.8% | -20.9% | -9.2% |
| 6M | +13.8% | +8.2% | +5.6% | +9.3% |
| YTD | +5.1% | -10.5% | +15.6% | +9.2% |
| 1Y | +53.1% | -23.7% | +76.9% | +70.0% |
| 3Y | +95.6% | -17.9% | +113.5% | +108.8% |
| 5Y | +361.5% | -15.3% | +376.8% | +380.4% |
| 10Y | +1,545.2% | +133.4% | +1,411.8% | +1,012.0% |
| All | +1,545.2% | +134.1% | +1,411.0% | +1,012.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling