+92.7%
LLY vs RSG
+57.5%
+35.2%
-34.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RSG | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.4% | -0.4% | -0.1% |
| 7D | -3.1% | 0.0% | -3.1% | -3.1% |
| 30D | -8.6% | +3.7% | -12.3% | -9.8% |
| 3M | -1.6% | +6.2% | -7.8% | -3.8% |
| 6M | +11.8% | -2.8% | +14.6% | +13.0% |
| YTD | +5.1% | +5.9% | -0.8% | +2.4% |
| 1Y | +50.7% | -1.8% | +52.5% | +51.6% |
| All | +92.7% | +57.5% | +35.2% | +47.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling