+53.1%
LLY vs RRC
+20.2%
+32.9%
-23.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RRC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -0.3% | -2.0% | -2.2% |
| 7D | -3.1% | -1.2% | -1.9% | -2.9% |
| 30D | -5.1% | +9.4% | -14.5% | -6.3% |
| 3M | -2.1% | +7.4% | -9.4% | -3.4% |
| 6M | +13.8% | +1.5% | +12.4% | +12.2% |
| YTD | +5.1% | +19.4% | -14.3% | -0.5% |
| 1Y | +53.1% | +24.2% | +28.9% | +37.0% |
| All | +53.1% | +20.2% | +32.9% | +37.0% |
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 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