+390.2%
LLY vs RRX
+16.5%
+373.6%
-34.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RRX | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -2.5% | +2.5% | +0.2% |
| 7D | -3.1% | -0.7% | -2.4% | -3.1% |
| 30D | -8.6% | -8.0% | -0.7% | -8.2% |
| 3M | -1.6% | -25.1% | +23.4% | -0.4% |
| 6M | +11.8% | -18.3% | +30.1% | +12.1% |
| YTD | +5.1% | +14.2% | -9.0% | +2.1% |
| 1Y | +50.7% | +13.0% | +37.7% | +46.2% |
| 3Y | +95.7% | +4.2% | +91.5% | +90.1% |
| 5Y | +390.2% | +17.9% | +372.3% | +360.9% |
| All | +390.2% | +16.5% | +373.6% | +360.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling