+390.2%
LLY vs RSG
+90.2%
+300.0%
-34.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| 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% | -10.1% |
| 3M | -1.6% | +6.2% | -7.8% | -4.4% |
| 6M | +11.8% | -2.8% | +14.6% | +13.0% |
| YTD | +5.1% | +5.9% | -0.8% | +1.8% |
| 1Y | +50.7% | -1.8% | +52.5% | +51.1% |
| 3Y | +95.7% | +57.5% | +38.2% | +49.9% |
| 5Y | +390.2% | +91.1% | +299.1% | +228.7% |
| All | +390.2% | +90.2% | +300.0% | +228.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling