+17,561.1%
LLY vs RVTY
+2,416.7%
+15,144.4%
-68.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | -3.8% |
| 3M | +2.3% | +27.2% | -25.0% | -2.2% |
| 6M | +14.9% | +32.4% | -17.5% | +8.8% |
| YTD | +7.5% | +34.9% | -27.4% | +1.3% |
| 1Y | +55.7% | +52.4% | +3.3% | +43.4% |
| 3Y | +110.6% | +12.3% | +98.3% | +100.8% |
| 5Y | +363.4% | -30.8% | +394.2% | +373.7% |
| 10Y | +1,649.0% | +150.7% | +1,498.3% | +1,307.3% |
| All | +17,561.1% | +2,416.7% | +15,144.4% | +7,716.7% |
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 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