+140.8%
LLY vs RRC
+60.0%
+80.8%
-34.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RRC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +0.7% | +0.5% | +1.2% |
| 7D | +6.7% | +6.4% | +0.4% | +6.2% |
| 30D | +19.6% | +23.9% | -4.3% | +17.0% |
| 3M | +19.7% | +30.2% | -10.5% | +16.5% |
| 6M | +42.7% | +26.3% | +16.5% | +39.0% |
| YTD | +35.1% | +48.1% | -12.9% | +28.8% |
| 1Y | +42.2% | +37.7% | +4.5% | +36.5% |
| 3Y | +140.8% | +60.3% | +80.5% | +124.2% |
| All | +140.8% | +60.0% | +80.8% | +124.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling