+2,006.3%
LLY vs ROP
+189.6%
+1,816.7%
-34.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ROP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | -1.0% | +5.3% | +4.7% |
| 7D | +0.1% | -1.6% | +1.7% | +0.7% |
| 30D | +19.7% | +29.5% | -9.8% | +7.6% |
| 3M | +19.3% | +17.5% | +1.7% | +11.2% |
| 6M | +49.3% | +38.1% | +11.3% | +29.5% |
| YTD | +32.0% | +7.0% | +25.0% | +27.1% |
| 1Y | +53.7% | +6.5% | +47.2% | +48.2% |
| 3Y | +143.7% | -5.5% | +149.2% | +145.1% |
| 5Y | +463.9% | -0.4% | +464.3% | +447.8% |
| 10Y | +2,006.3% | +183.6% | +1,822.8% | +1,315.8% |
| All | +2,006.3% | +189.6% | +1,816.7% | +1,315.8% |
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