+57.3%
LLY vs RVMD
+244.4%
-187.0%
-23.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RVMD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +2.8% | -2.2% | +0.4% |
| 7D | +10.1% | +5.8% | +4.2% | +9.6% |
| 30D | +24.0% | -3.8% | +27.9% | +24.3% |
| 3M | +27.3% | +3.2% | +24.1% | +26.8% |
| 6M | +47.0% | +35.0% | +11.9% | +44.0% |
| YTD | +32.6% | +150.7% | -118.1% | +19.2% |
| 1Y | +57.3% | +241.0% | -183.6% | +24.2% |
| All | +57.3% | +244.4% | -187.0% | +24.2% |
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