+132.2%
LLY vs RVTY
+78.0%
+54.3%
-34.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RVTY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +2.8% | -3.6% | -1.3% |
| 7D | -4.5% | -1.2% | -3.3% | -4.3% |
| 30D | +13.9% | +1.0% | +12.9% | +13.4% |
| 3M | +13.8% | +35.8% | -22.1% | +6.2% |
| 6M | +37.6% | +56.7% | -19.1% | +24.2% |
| YTD | +26.6% | +60.7% | -34.1% | +12.8% |
| 1Y | +45.3% | +73.7% | -28.3% | +27.5% |
| 3Y | +132.2% | +82.8% | +49.5% | +105.2% |
| All | +132.2% | +78.0% | +54.3% | +105.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling