+132.2%
LLY vs RSP
+60.0%
+72.2%
-34.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RSP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.4% | -0.4% | -0.5% |
| 7D | -4.5% | -1.0% | -3.4% | -3.8% |
| 30D | +13.9% | +2.6% | +11.3% | +12.1% |
| 3M | +13.8% | -0.8% | +14.5% | +14.5% |
| 6M | +37.6% | +6.3% | +31.3% | +31.8% |
| YTD | +26.6% | +14.1% | +12.5% | +15.5% |
| 1Y | +45.3% | +18.0% | +27.3% | +29.6% |
| 3Y | +132.2% | +61.0% | +71.2% | +91.2% |
| All | +132.2% | +60.0% | +72.2% | +91.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling