+3,560.8%
LLY vs RSG
+2,015.2%
+1,545.6%
-68.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RSG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -1.1% | +0.2% | -0.6% |
| 7D | -2.1% | +0.3% | -2.4% | -2.2% |
| 30D | -1.6% | +7.6% | -9.2% | -3.4% |
| 3M | +2.3% | +7.4% | -5.1% | +0.4% |
| 6M | +14.9% | -3.3% | +18.2% | +15.6% |
| YTD | +7.5% | +6.0% | +1.5% | +5.7% |
| 1Y | +55.7% | -3.7% | +59.4% | +56.6% |
| 3Y | +110.6% | +59.1% | +51.5% | +87.2% |
| 5Y | +363.4% | +89.0% | +274.4% | +295.0% |
| 10Y | +1,649.0% | +412.5% | +1,236.5% | +1,105.8% |
| All | +3,560.8% | +2,015.2% | +1,545.6% | +1,931.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling