+2,053.0%
LLY vs ROST
+310.3%
+1,742.7%
-34.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ROST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -1.7% | +1.0% | -0.4% |
| 7D | +4.6% | +0.9% | +3.7% | +4.4% |
| 30D | +22.4% | +5.1% | +17.2% | +21.3% |
| 3M | +17.1% | -4.3% | +21.4% | +17.9% |
| 6M | +44.6% | +9.4% | +35.2% | +42.0% |
| YTD | +33.5% | +32.5% | +1.0% | +26.7% |
| 1Y | +41.1% | +46.9% | -5.8% | +31.5% |
| 3Y | +143.8% | +98.1% | +45.7% | +115.2% |
| 5Y | +473.4% | +116.9% | +356.4% | +391.9% |
| All | +2,053.0% | +310.3% | +1,742.7% | +1,634.4% |
Cumulative growth
Daily Returns
Daily percentage return beside ROST.
Daily Out/Under-Performance
Portfolio return minus ROST return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ROST 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 10y: compounded portfolio wealth divided by compounded ROST 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…
10y analysis · Full analysis span regression · 6 months rolling