+2,006.3%
LLY vs RRC
+63.1%
+1,943.3%
-34.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RRC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | +0.3% | +4.0% | +4.3% |
| 7D | +0.1% | -10.3% | +10.4% | +0.7% |
| 30D | +19.7% | +19.5% | +0.3% | +18.3% |
| 3M | +19.3% | +27.9% | -8.7% | +17.3% |
| 6M | +49.3% | +21.2% | +28.2% | +47.3% |
| YTD | +32.0% | +39.6% | -7.5% | +29.0% |
| 1Y | +53.7% | +31.3% | +22.4% | +50.7% |
| 3Y | +143.7% | +51.9% | +91.8% | +135.7% |
| 5Y | +463.9% | +110.2% | +353.7% | +427.2% |
| 10Y | +2,006.3% | +56.7% | +1,949.7% | +1,578.0% |
| All | +2,006.3% | +63.1% | +1,943.3% | +1,578.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling