+132.2%
LLY vs RRC
+36.3%
+96.0%
-34.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RRC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -2.9% | +2.1% | -0.5% |
| 7D | -4.5% | -10.8% | +6.3% | -3.6% |
| 30D | +13.9% | +22.3% | -8.4% | +11.6% |
| 3M | +13.8% | +26.6% | -12.9% | +11.0% |
| 6M | +37.6% | +18.9% | +18.7% | +34.8% |
| YTD | +26.6% | +39.2% | -12.6% | +21.5% |
| 1Y | +45.3% | +34.0% | +11.4% | +39.9% |
| 3Y | +132.2% | +42.0% | +90.2% | +112.4% |
| All | +132.2% | +36.3% | +96.0% | +112.4% |
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