+751.0%
LLY vs RVMD
+620.8%
+130.1%
-34.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RVMD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -2.1% | +2.0% | +0.1% |
| 7D | -3.2% | -3.6% | +0.4% | -2.9% |
| 30D | -7.4% | -1.1% | -6.4% | -7.4% |
| 3M | -1.0% | +41.0% | -42.1% | -3.8% |
| 6M | +12.5% | +105.7% | -93.2% | +5.3% |
| YTD | +5.0% | +155.3% | -150.3% | -4.0% |
| 1Y | +49.8% | +402.7% | -353.0% | +29.1% |
| 3Y | +95.5% | +533.1% | -437.6% | +63.3% |
| 5Y | +390.7% | +583.5% | -192.9% | +295.9% |
| All | +751.0% | +620.8% | +130.1% | +581.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling