+20,705.6%
LLY vs ROST
+70,444.2%
-49,738.6%
-68.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ROST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -1.8% | +1.0% | -0.6% |
| 7D | -4.5% | +1.2% | -5.7% | -4.6% |
| 30D | +13.9% | +2.5% | +11.4% | +13.5% |
| 3M | +13.8% | -9.0% | +22.7% | +15.1% |
| 6M | +37.6% | +1.3% | +36.3% | +37.0% |
| YTD | +26.6% | +29.1% | -2.5% | +22.2% |
| 1Y | +45.3% | +45.4% | -0.1% | +38.1% |
| 3Y | +132.2% | +94.9% | +37.4% | +112.0% |
| 5Y | +434.7% | +104.0% | +330.7% | +378.9% |
| 10Y | +2,084.3% | +314.8% | +1,769.5% | +1,649.8% |
| All | +20,705.6% | +70,444.2% | -49,738.6% | +9,409.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling