+995.2%
LLY vs RVMD
+510.7%
+484.4%
-34.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RVMD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -2.3% | +3.6% | +1.4% |
| 7D | +6.7% | -10.4% | +17.1% | +7.7% |
| 30D | +19.6% | -11.0% | +30.5% | +20.5% |
| 3M | +19.7% | -14.7% | +34.4% | +21.0% |
| 6M | +42.7% | +14.9% | +27.8% | +40.7% |
| YTD | +35.1% | +116.3% | -81.2% | +24.9% |
| 1Y | +42.2% | +167.6% | -125.4% | +29.1% |
| 3Y | +140.8% | +776.8% | -636.0% | +99.0% |
| 5Y | +480.6% | +424.8% | +55.8% | +376.9% |
| All | +995.2% | +510.7% | +484.4% | +787.7% |
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 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