+4,497.7%
LLY vs RSG
+2,310.6%
+2,187.1%
-68.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RSG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | 0.0% | +1.1% | +1.1% |
| 7D | +6.6% | +2.5% | +4.1% | +6.0% |
| 30D | +19.4% | +12.7% | +6.7% | +15.9% |
| 3M | +19.6% | +17.9% | +1.6% | +14.8% |
| 6M | +42.6% | +25.0% | +17.6% | +34.8% |
| YTD | +35.0% | +20.8% | +14.2% | +28.5% |
| 1Y | +42.0% | +24.3% | +17.7% | +34.3% |
| 3Y | +140.5% | +65.3% | +75.2% | +111.6% |
| 5Y | +479.9% | +99.1% | +380.8% | +387.3% |
| 10Y | +2,059.2% | +452.4% | +1,606.9% | +1,357.1% |
| All | +4,497.7% | +2,310.6% | +2,187.1% | +2,370.0% |
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