+49.1%
LLY vs RVTY
+74.8%
-25.7%
-23.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RVTY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -1.0% | +2.4% | +1.6% |
| 7D | +1.6% | -2.7% | +4.3% | +2.1% |
| 30D | +21.5% | +3.2% | +18.2% | +20.4% |
| 3M | +16.4% | +37.2% | -20.8% | +7.9% |
| 6M | +51.5% | +57.7% | -6.2% | +35.3% |
| YTD | +33.9% | +64.8% | -30.9% | +17.0% |
| 1Y | +49.1% | +72.8% | -23.7% | +25.6% |
| All | +49.1% | +74.8% | -25.7% | +25.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling