+771.0%
LLY vs RVMD
+644.5%
+126.5%
-34.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | -2.1% |
| 3M | +2.3% | +34.9% | -32.6% | -0.3% |
| 6M | +14.9% | +107.6% | -92.7% | +7.5% |
| YTD | +7.5% | +163.7% | -156.2% | -2.0% |
| 1Y | +55.7% | +439.2% | -383.5% | +33.4% |
| 3Y | +110.6% | +499.2% | -388.6% | +76.4% |
| 5Y | +363.4% | +621.7% | -258.3% | +272.5% |
| All | +771.0% | +644.5% | +126.5% | +595.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling