+443.8%
LLY vs RRC
+110.6%
+333.2%
-34.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RRC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -2.9% | +2.1% | -0.6% |
| 7D | -4.5% | -10.8% | +6.3% | -3.8% |
| 30D | +13.9% | +22.3% | -8.4% | +12.3% |
| 3M | +13.8% | +26.6% | -12.9% | +11.8% |
| 6M | +37.6% | +18.9% | +18.7% | +35.7% |
| YTD | +26.6% | +39.2% | -12.6% | +23.4% |
| 1Y | +45.3% | +34.0% | +11.4% | +41.9% |
| 3Y | +132.2% | +42.0% | +90.2% | +124.8% |
| All | +443.8% | +110.6% | +333.2% | +396.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling