+1,560.7%
LLY vs RRX
+216.7%
+1,344.0%
-34.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RRX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -1.9% | +1.8% | +0.1% |
| 7D | -3.2% | -3.7% | +0.6% | -2.7% |
| 30D | -7.4% | -9.3% | +1.8% | -6.3% |
| 3M | -1.0% | -21.8% | +20.8% | +1.1% |
| 6M | +12.5% | -22.0% | +34.5% | +14.4% |
| YTD | +5.0% | +11.9% | -6.9% | +0.4% |
| 1Y | +49.8% | +11.6% | +38.1% | +42.6% |
| 3Y | +95.5% | +2.2% | +93.3% | +84.0% |
| 5Y | +390.7% | +14.9% | +375.8% | +338.1% |
| All | +1,560.7% | +216.7% | +1,344.0% | +1,004.6% |
Cumulative growth
Daily Returns
Daily percentage return beside RRX.
Daily Out/Under-Performance
Portfolio return minus RRX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RRX 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 10y: compounded portfolio wealth divided by compounded RRX 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…
10y analysis · Full analysis span regression · 6 months rolling