+55.7%
LLY vs RVMD
+430.6%
-374.9%
-23.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RVMD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.4% | -0.5% | -0.9% |
| 7D | -2.1% | +1.0% | -3.2% | -2.2% |
| 30D | -1.6% | +6.4% | -8.1% | -2.0% |
| 3M | +2.3% | +34.9% | -32.6% | +0.6% |
| 6M | +14.9% | +107.6% | -92.7% | +10.3% |
| YTD | +7.5% | +163.7% | -156.2% | -0.4% |
| 1Y | +55.7% | +439.2% | -383.5% | +44.9% |
| All | +55.7% | +430.6% | -374.9% | +44.9% |
Cumulative growth
Daily Returns
Daily percentage return beside RVMD.
Daily Out/Under-Performance
Portfolio return minus RVMD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RVMD 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 1y: compounded portfolio wealth divided by compounded RVMD 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…
1y analysis · Full analysis span regression · 6 months rolling