+17,561.1%
LLY vs RRC
+1,202.2%
+16,358.9%
-68.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RRC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.9% | 0.0% | -0.8% |
| 7D | -2.1% | +1.3% | -3.5% | -2.2% |
| 30D | -1.6% | +10.1% | -11.7% | -2.1% |
| 3M | +2.3% | +4.0% | -1.7% | +2.0% |
| 6M | +14.9% | +1.6% | +13.3% | +14.7% |
| YTD | +7.5% | +19.7% | -12.2% | +6.4% |
| 1Y | +55.7% | +21.4% | +34.3% | +53.9% |
| 3Y | +110.6% | +29.7% | +80.9% | +106.5% |
| 5Y | +363.4% | +153.9% | +209.6% | +334.2% |
| 10Y | +1,649.0% | +10.8% | +1,638.2% | +1,511.4% |
| All | +17,561.1% | +1,202.2% | +16,358.9% | +15,189.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling