+472.7%
LLY vs RRX
+16.1%
+456.6%
-34.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| 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% | +20.8% |
| 3M | +18.5% | +6.1% | +12.3% | +18.0% |
| 6M | +49.1% | -13.2% | +62.3% | +49.4% |
| YTD | +34.4% | +31.0% | +3.4% | +29.6% |
| 1Y | +46.3% | +38.8% | +7.5% | +40.3% |
| 3Y | +145.5% | +70.3% | +75.2% | +128.8% |
| 5Y | +472.7% | +15.5% | +457.1% | +448.0% |
| All | +472.7% | +16.1% | +456.6% | +448.0% |
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 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