+1,545.2%
LLY vs RVTY
+140.1%
+1,405.1%
-34.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-08 to 2026-09-08.
| Period | Portfolio | RVTY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -2.4% | +0.2% | -1.7% |
| 7D | -3.1% | +0.4% | -3.5% | -3.2% |
| 30D | -5.1% | +10.8% | -15.9% | -7.3% |
| 3M | -2.1% | +26.8% | -28.8% | -7.4% |
| 6M | +13.8% | +39.3% | -25.5% | +5.0% |
| YTD | +5.1% | +31.6% | -26.5% | -2.2% |
| 1Y | +53.1% | +47.7% | +5.4% | +38.7% |
| 3Y | +95.6% | +19.9% | +75.7% | +81.1% |
| 5Y | +361.5% | -32.3% | +393.9% | +385.4% |
| 10Y | +1,545.2% | +138.4% | +1,406.7% | +1,041.1% |
| All | +1,545.2% | +140.1% | +1,405.1% | +1,041.1% |
Cumulative growth
Daily Returns
Daily percentage return beside RVTY.
Daily Out/Under-Performance
Portfolio return minus RVTY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RVTY 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 2016-09-08 to 2026-09-08: compounded portfolio wealth divided by compounded RVTY 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…
2016-09-08 to 2026-09-08 analysis · Full analysis span regression · 6 months rolling