+95.6%
LLY vs RVMD
+545.7%
-450.0%
-34.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RVMD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -1.3% | -0.9% | -2.1% |
| 7D | -3.1% | -1.2% | -1.9% | -3.0% |
| 30D | -5.1% | +1.1% | -6.1% | -5.2% |
| 3M | -2.1% | +39.6% | -41.7% | -5.6% |
| 6M | +13.8% | +110.7% | -96.8% | +3.8% |
| YTD | +5.1% | +160.3% | -155.2% | -7.9% |
| 1Y | +53.1% | +404.9% | -351.8% | +22.1% |
| 3Y | +95.6% | +545.5% | -449.8% | +57.8% |
| All | +95.6% | +545.7% | -450.0% | +57.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling