+18,838.4%
LLY vs ROP
+30,029.2%
-11,190.7%
-68.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ROP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +0.7% | -0.3% | +0.2% |
| 7D | +1.4% | -2.9% | +4.3% | +1.9% |
| 30D | +21.5% | +30.1% | -8.5% | +15.6% |
| 3M | +18.5% | +19.9% | -1.4% | +14.3% |
| 6M | +49.1% | +46.0% | +3.1% | +38.3% |
| YTD | +34.4% | +8.4% | +26.0% | +31.6% |
| 1Y | +46.3% | +8.8% | +37.5% | +43.1% |
| 3Y | +145.5% | -5.6% | +151.1% | +146.0% |
| 5Y | +472.7% | +3.0% | +469.7% | +463.6% |
| 10Y | +2,049.9% | +184.0% | +1,865.9% | +1,682.1% |
| All | +18,838.4% | +30,029.2% | -11,190.7% | +10,805.9% |
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