+1,580.3%
LLY vs ROST
+299.2%
+1,281.1%
-34.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ROST | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -1.8% | +1.8% | +0.3% |
| 7D | -3.1% | -2.2% | -0.9% | -2.7% |
| 30D | -8.6% | -11.4% | +2.8% | -6.7% |
| 3M | -1.6% | -1.6% | 0.0% | -1.5% |
| 6M | +11.8% | +6.8% | +5.0% | +10.3% |
| YTD | +5.1% | +25.8% | -20.7% | +0.6% |
| 1Y | +50.7% | +52.4% | -1.7% | +39.5% |
| 3Y | +95.7% | +94.4% | +1.3% | +73.2% |
| 5Y | +390.2% | +108.2% | +282.0% | +322.9% |
| 10Y | +1,580.3% | +308.5% | +1,271.8% | +1,184.7% |
| All | +1,580.3% | +299.2% | +1,281.1% | +1,184.7% |
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