+2,077.5%
LLY vs RSG
+452.6%
+1,624.9%
-34.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RSG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | 0.0% | +1.1% | +1.1% |
| 7D | +6.6% | +2.5% | +4.1% | +5.2% |
| 30D | +19.4% | +12.7% | +6.7% | +12.1% |
| 3M | +19.6% | +17.9% | +1.6% | +9.6% |
| 6M | +42.6% | +25.0% | +17.6% | +26.3% |
| YTD | +35.0% | +20.8% | +14.2% | +21.3% |
| 1Y | +42.0% | +24.3% | +17.7% | +25.6% |
| 3Y | +140.5% | +65.3% | +75.2% | +78.4% |
| 5Y | +479.9% | +99.1% | +380.8% | +283.0% |
| All | +2,077.5% | +452.6% | +1,624.9% | +697.5% |
Cumulative growth
Daily Returns
Daily percentage return beside RSG.
Daily Out/Under-Performance
Portfolio return minus RSG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RSG 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 10y: compounded portfolio wealth divided by compounded RSG 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…
10y analysis · Full analysis span regression · 6 months rolling