+132.2%
LLY vs ROP
-3.8%
+136.0%
-34.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ROP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -2.9% | +2.1% | +0.2% |
| 7D | -4.5% | +2.1% | -6.6% | -5.2% |
| 30D | +13.9% | +32.9% | -19.0% | +3.8% |
| 3M | +13.8% | +20.0% | -6.3% | +7.0% |
| 6M | +37.6% | +36.4% | +1.2% | +24.0% |
| YTD | +26.6% | +7.8% | +18.8% | +24.9% |
| 1Y | +45.3% | +8.0% | +37.4% | +43.2% |
| 3Y | +132.2% | -3.5% | +135.7% | +138.6% |
| All | +132.2% | -3.8% | +136.0% | +138.6% |
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