+3,979.1%
LLY vs RSP
+1,132.2%
+2,846.9%
-57.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RSP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.8% | -2.9% | -0.9% | -2.0% |
| 7D | -0.7% | -1.4% | +0.8% | +0.2% |
| 30D | +17.9% | +2.1% | +15.8% | +16.4% |
| 3M | +16.8% | -0.9% | +17.8% | +17.5% |
| 6M | +38.4% | +7.5% | +30.9% | +32.2% |
| YTD | +27.6% | +14.6% | +13.0% | +17.2% |
| 1Y | +48.3% | +17.6% | +30.7% | +34.0% |
| 3Y | +145.4% | +60.8% | +84.6% | +82.1% |
| 5Y | +438.9% | +46.1% | +392.8% | +318.1% |
| 10Y | +2,101.6% | +221.4% | +1,880.2% | +898.5% |
| All | +3,979.1% | +1,132.2% | +2,846.9% | +556.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling