+132.2%
LLY vs RUN
-8.7%
+140.9%
-34.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RUN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +1.1% | -1.9% | -0.8% |
| 7D | -4.5% | +33.4% | -37.9% | -4.7% |
| 30D | +13.9% | +31.1% | -17.2% | +13.7% |
| 3M | +13.8% | +6.4% | +7.4% | +13.6% |
| 6M | +37.6% | -22.2% | +59.8% | +37.8% |
| YTD | +26.6% | -45.8% | +72.4% | +26.7% |
| 1Y | +45.3% | -51.1% | +96.5% | +45.3% |
| 3Y | +132.2% | -3.0% | +135.2% | +137.5% |
| All | +132.2% | -8.7% | +140.9% | +137.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling