+140.8%
LLY vs ROP
-5.1%
+145.9%
-34.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ROP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +0.4% | +0.8% | +1.1% |
| 7D | +6.7% | +0.7% | +6.0% | +6.5% |
| 30D | +19.6% | +28.8% | -9.2% | +10.1% |
| 3M | +19.7% | +21.1% | -1.3% | +12.3% |
| 6M | +42.7% | +52.5% | -9.8% | +23.6% |
| YTD | +35.1% | +8.9% | +26.3% | +32.8% |
| 1Y | +42.2% | +8.2% | +34.0% | +40.0% |
| 3Y | +140.8% | -5.2% | +146.0% | +157.1% |
| All | +140.8% | -5.1% | +145.9% | +157.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling