+139.5%
LLY vs RRX
+70.4%
+69.1%
-34.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RRX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +1.5% | -1.2% | +0.3% |
| 7D | +1.4% | +5.4% | -4.0% | +1.1% |
| 30D | +21.5% | +12.0% | +9.5% | +20.9% |
| 3M | +18.5% | +6.1% | +12.3% | +18.1% |
| 6M | +49.1% | -13.2% | +62.3% | +49.4% |
| YTD | +34.4% | +31.0% | +3.4% | +28.7% |
| 1Y | +46.3% | +38.8% | +7.5% | +39.2% |
| All | +139.5% | +70.4% | +69.1% | +139.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling