+22,107.8%
LLY vs RRX
+4,247.4%
+17,860.4%
-68.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RRX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -2.3% | +3.5% | +1.6% |
| 7D | +6.7% | +4.3% | +2.4% | +6.0% |
| 30D | +19.6% | +12.3% | +7.2% | +17.1% |
| 3M | +19.7% | +3.7% | +16.1% | +18.4% |
| 6M | +42.7% | -13.9% | +56.7% | +43.6% |
| YTD | +35.1% | +26.5% | +8.7% | +26.5% |
| 1Y | +42.2% | +29.3% | +12.9% | +32.4% |
| 3Y | +140.8% | +65.6% | +75.2% | +108.9% |
| 5Y | +480.6% | +10.6% | +469.9% | +427.0% |
| 10Y | +2,061.9% | +202.9% | +1,859.0% | +1,484.1% |
| All | +22,107.8% | +4,247.4% | +17,860.4% | +13,048.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling