+110.2%
LLY vs ROP
-16.7%
+126.9%
-34.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ROP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -3.6% | +2.7% | +0.3% |
| 7D | -2.1% | -4.4% | +2.3% | -0.6% |
| 30D | -1.6% | +3.2% | -4.8% | -2.8% |
| 3M | +2.3% | +23.1% | -20.8% | -5.1% |
| 6M | +14.9% | +13.3% | +1.6% | +9.9% |
| YTD | +7.5% | -7.9% | +15.3% | +11.9% |
| 1Y | +55.7% | -22.1% | +77.7% | +73.8% |
| All | +110.2% | -16.7% | +126.9% | +114.3% |
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