+372.0%
LLY vs RUN
-80.5%
+452.5%
-34.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RUN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.4% | -0.4% | -0.9% |
| 7D | -2.1% | +1.3% | -3.4% | -2.2% |
| 30D | -1.6% | -15.3% | +13.6% | -1.4% |
| 3M | +2.3% | -40.0% | +42.3% | +3.1% |
| 6M | +14.9% | -27.0% | +41.8% | +15.3% |
| YTD | +7.5% | -51.7% | +59.2% | +8.3% |
| 1Y | +55.7% | -45.9% | +101.6% | +56.6% |
| 3Y | +110.6% | -43.8% | +154.4% | +108.2% |
| All | +372.0% | -80.5% | +452.5% | +360.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling