+372.0%
LLY vs ROP
-13.6%
+385.6%
-34.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ROP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -3.6% | +2.7% | +0.5% |
| 7D | -2.1% | -4.4% | +2.3% | -0.4% |
| 30D | -1.6% | +3.2% | -4.8% | -2.9% |
| 3M | +2.3% | +23.1% | -20.8% | -6.3% |
| 6M | +14.9% | +13.3% | +1.6% | +8.6% |
| YTD | +7.5% | -7.9% | +15.3% | +11.3% |
| 1Y | +55.7% | -22.1% | +77.7% | +73.6% |
| 3Y | +110.6% | -16.8% | +127.4% | +125.5% |
| All | +372.0% | -13.6% | +385.6% | +388.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling