+49.1%
LLY vs RSP
+19.2%
+29.9%
-23.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RSP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | 0.0% | +1.5% | +1.5% |
| 7D | +1.6% | +0.7% | +0.9% | +1.1% |
| 30D | +21.5% | +3.7% | +17.8% | +18.4% |
| 3M | +16.4% | +0.7% | +15.8% | +15.9% |
| 6M | +51.5% | +9.0% | +42.4% | +41.4% |
| YTD | +33.9% | +16.7% | +17.2% | +17.8% |
| 1Y | +49.1% | +19.0% | +30.1% | +29.1% |
| All | +49.1% | +19.2% | +29.9% | +29.1% |
Cumulative growth
Daily Returns
Daily percentage return beside RSP.
Daily Out/Under-Performance
Portfolio return minus RSP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RSP 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 1y: compounded portfolio wealth divided by compounded RSP 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…
1y analysis · Full analysis span regression · 6 months rolling