+57.3%
LLY vs RRC
+44.7%
+12.7%
-23.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RRC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -3.5% | +4.1% | +0.7% |
| 7D | +10.1% | -6.8% | +16.8% | +10.1% |
| 30D | +24.0% | +34.7% | -10.7% | +22.4% |
| 3M | +27.3% | +31.5% | -4.2% | +25.6% |
| 6M | +47.0% | +21.8% | +25.2% | +44.6% |
| YTD | +32.6% | +48.9% | -16.3% | +27.2% |
| 1Y | +57.3% | +42.1% | +15.3% | +52.6% |
| All | +57.3% | +44.7% | +12.7% | +52.6% |
Cumulative growth
Daily Returns
Daily percentage return beside RRC.
Daily Out/Under-Performance
Portfolio return minus RRC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RRC 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 1y: compounded portfolio wealth divided by compounded RRC 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…
1y analysis · Full analysis span regression · 6 months rolling