+3,947.1%
LLY vs RSP
+1,127.6%
+2,819.5%
-57.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RSP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.4% | -0.4% | -0.6% |
| 7D | -4.5% | -1.0% | -3.4% | -3.8% |
| 30D | +13.9% | +2.6% | +11.3% | +12.2% |
| 3M | +13.8% | -0.8% | +14.5% | +14.4% |
| 6M | +37.6% | +6.3% | +31.3% | +32.4% |
| YTD | +26.6% | +14.1% | +12.5% | +16.6% |
| 1Y | +45.3% | +18.0% | +27.3% | +31.1% |
| 3Y | +132.2% | +61.0% | +71.2% | +72.2% |
| 5Y | +434.7% | +45.6% | +389.1% | +315.8% |
| 10Y | +2,084.3% | +220.2% | +1,864.1% | +893.0% |
| All | +3,947.1% | +1,127.6% | +2,819.5% | +552.5% |
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