+46.5%
LLY vs RVTY
+59.6%
-13.2%
-12.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | RVTY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | +3.6% | +0.7% | +3.8% |
| 7D | +0.1% | +6.0% | -5.9% | -0.7% |
| 30D | +19.7% | +4.3% | +15.4% | +18.7% |
| 3M | +19.3% | +40.2% | -21.0% | +12.2% |
| All | +46.5% | +59.6% | -13.2% | +34.7% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling