+20,705.6%
LLY vs RVTY
+2,899.1%
+17,806.6%
-68.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RVTY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +2.8% | -3.6% | -1.3% |
| 7D | -4.5% | -1.2% | -3.3% | -4.4% |
| 30D | +13.9% | +1.0% | +12.9% | +13.5% |
| 3M | +13.8% | +35.8% | -22.1% | +7.4% |
| 6M | +37.6% | +56.7% | -19.1% | +26.4% |
| YTD | +26.6% | +60.7% | -34.1% | +15.4% |
| 1Y | +45.3% | +73.7% | -28.3% | +30.6% |
| 3Y | +132.2% | +82.8% | +49.5% | +103.8% |
| 5Y | +434.7% | -7.0% | +441.7% | +417.5% |
| 10Y | +2,084.3% | +212.3% | +1,872.0% | +1,587.7% |
| All | +20,705.6% | +2,899.1% | +17,806.6% | +8,803.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling