+95.6%
LLY vs RRX
+4.1%
+91.5%
-34.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RRX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | +0.5% | -2.7% | -2.2% |
| 7D | -3.1% | +4.3% | -7.4% | -3.3% |
| 30D | -5.1% | -8.0% | +2.9% | -4.8% |
| 3M | -2.1% | -22.0% | +20.0% | -1.5% |
| 6M | +13.8% | -11.9% | +25.7% | +13.2% |
| YTD | +5.1% | +17.1% | -12.0% | +2.3% |
| 1Y | +53.1% | +14.9% | +38.2% | +49.0% |
| 3Y | +95.6% | +6.9% | +88.7% | +103.0% |
| All | +95.6% | +4.1% | +91.5% | +103.0% |
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