+17,561.1%
LLY vs ROST
+70,186.3%
-52,625.2%
-68.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ROST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.4% | -0.5% | -0.8% |
| 7D | -2.1% | +0.9% | -3.1% | -2.3% |
| 30D | -1.6% | -8.9% | +7.3% | -0.5% |
| 3M | +2.3% | -0.8% | +3.1% | +2.3% |
| 6M | +14.9% | +8.5% | +6.4% | +13.5% |
| YTD | +7.5% | +28.6% | -21.1% | +3.8% |
| 1Y | +55.7% | +52.3% | +3.4% | +47.0% |
| 3Y | +110.6% | +94.8% | +15.8% | +92.2% |
| 5Y | +363.4% | +110.8% | +252.7% | +313.3% |
| 10Y | +1,649.0% | +304.5% | +1,344.4% | +1,305.5% |
| All | +17,561.1% | +70,186.3% | -52,625.2% | +7,977.4% |
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 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