+2,080.1%
LLY vs RUN
+68.6%
+2,011.5%
-34.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RUN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +1.3% | 0.0% | +1.2% |
| 7D | +6.7% | -13.5% | +20.3% | +7.2% |
| 30D | +19.6% | +18.3% | +1.3% | +18.7% |
| 3M | +19.7% | -12.5% | +32.2% | +20.0% |
| 6M | +42.7% | -40.3% | +83.1% | +44.7% |
| YTD | +35.1% | -53.1% | +88.2% | +37.4% |
| 1Y | +42.2% | -54.3% | +96.5% | +44.5% |
| 3Y | +140.8% | -6.5% | +147.3% | +126.1% |
| 5Y | +480.6% | -85.3% | +565.9% | +487.6% |
| All | +2,080.1% | +68.6% | +2,011.5% | +1,640.7% |
Cumulative growth
Daily Returns
Daily percentage return beside RUN.
Daily Out/Under-Performance
Portfolio return minus RUN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RUN 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 10y: compounded portfolio wealth divided by compounded RUN 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…
10y analysis · Full analysis span regression · 6 months rolling