+1,582.4%
LLY vs RVTY
+146.0%
+1,436.4%
-34.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RVTY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.3% | -0.6% | -0.8% |
| 7D | -2.1% | +1.1% | -3.3% | -2.4% |
| 30D | -1.6% | +13.2% | -14.8% | -4.4% |
| 3M | +2.3% | +27.2% | -25.0% | -3.4% |
| 6M | +14.9% | +32.4% | -17.5% | +7.1% |
| YTD | +7.5% | +34.9% | -27.4% | -0.5% |
| 1Y | +55.7% | +52.4% | +3.3% | +40.0% |
| 3Y | +110.6% | +12.3% | +98.3% | +98.2% |
| 5Y | +363.4% | -30.8% | +394.2% | +385.1% |
| All | +1,582.4% | +146.0% | +1,436.4% | +1,060.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling