+372.0%
LLY vs RSP
+52.0%
+320.1%
-34.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RSP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.5% | -0.4% | -0.6% |
| 7D | -2.1% | -0.8% | -1.4% | -1.7% |
| 30D | -1.6% | -0.3% | -1.3% | -1.4% |
| 3M | +2.3% | +4.3% | -2.0% | -0.2% |
| 6M | +14.9% | +8.8% | +6.1% | +9.5% |
| YTD | +7.5% | +15.3% | -7.8% | -0.8% |
| 1Y | +55.7% | +18.3% | +37.4% | +41.7% |
| 3Y | +110.6% | +52.8% | +57.8% | +68.8% |
| All | +372.0% | +52.0% | +320.1% | +273.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling