+15,044.5%
LLY vs ROP
+25,523.2%
-10,478.7%
-68.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ROP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -3.6% | +2.7% | -0.2% |
| 7D | -2.1% | -4.4% | +2.3% | -1.3% |
| 30D | -1.6% | +3.2% | -4.8% | -2.2% |
| 3M | +2.3% | +23.1% | -20.8% | -1.8% |
| 6M | +14.9% | +13.3% | +1.6% | +11.8% |
| YTD | +7.5% | -7.9% | +15.3% | +8.6% |
| 1Y | +55.7% | -22.1% | +77.7% | +62.2% |
| 3Y | +110.6% | -16.8% | +127.4% | +116.5% |
| 5Y | +363.4% | -13.5% | +377.0% | +371.8% |
| 10Y | +1,649.0% | +137.7% | +1,511.3% | +1,400.0% |
| All | +15,044.5% | +25,523.2% | -10,478.7% | +8,902.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling