+44.6%
LLY vs RSP
+9.2%
+35.5%
-12.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | RSP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.9% | +0.2% | -0.1% |
| 7D | +4.6% | +1.8% | +2.8% | +3.4% |
| 30D | +22.4% | +3.5% | +18.9% | +20.6% |
| 3M | +17.1% | +0.2% | +16.9% | +16.5% |
| 6M | +44.6% | +9.1% | +35.5% | +43.3% |
| All | +44.6% | +9.2% | +35.5% | +43.3% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling