+95.6%
LLY vs RUN
-35.6%
+131.2%
-34.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RUN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | +3.7% | -5.9% | -2.2% |
| 7D | -3.1% | +10.2% | -13.3% | -3.2% |
| 30D | -5.1% | -9.6% | +4.5% | -5.0% |
| 3M | -2.1% | -31.5% | +29.4% | -1.7% |
| 6M | +13.8% | -18.7% | +32.5% | +14.1% |
| YTD | +5.1% | -49.9% | +55.0% | +5.4% |
| 1Y | +53.1% | -45.5% | +98.6% | +53.7% |
| 3Y | +95.6% | -34.1% | +129.7% | +99.9% |
| All | +95.6% | -35.6% | +131.2% | +99.9% |
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