+1,580.3%
LLY vs RUN
+43.6%
+1,536.8%
-34.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RUN | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -4.6% | +4.6% | +0.2% |
| 7D | -3.1% | -1.8% | -1.3% | -3.0% |
| 30D | -8.6% | -10.8% | +2.2% | -8.3% |
| 3M | -1.6% | -30.2% | +28.5% | -0.6% |
| 6M | +11.8% | -22.3% | +34.2% | +12.4% |
| YTD | +5.1% | -52.2% | +57.3% | +7.0% |
| 1Y | +50.7% | -45.1% | +95.8% | +52.4% |
| 3Y | +95.7% | -37.1% | +132.8% | +87.7% |
| 5Y | +390.2% | -80.3% | +470.4% | +385.6% |
| 10Y | +1,580.3% | +45.2% | +1,535.1% | +1,236.4% |
| All | +1,580.3% | +43.6% | +1,536.8% | +1,236.4% |
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