+2,024.1%
LLY vs RY
+354.4%
+1,669.8%
-34.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.8% | +0.6% | +5.2% | +5.6% |
| 7D | +1.6% | -0.6% | +2.2% | +1.9% |
| 30D | +21.5% | +6.1% | +15.3% | +19.0% |
| 3M | +16.4% | -3.4% | +19.8% | +17.7% |
| 6M | +51.5% | +12.8% | +38.7% | +44.6% |
| YTD | +33.9% | +21.0% | +12.9% | +24.4% |
| 1Y | +49.1% | +40.5% | +8.6% | +31.1% |
| 3Y | +144.6% | +159.9% | -15.3% | +72.1% |
| 5Y | +466.3% | +125.0% | +341.4% | +314.4% |
| 10Y | +2,024.1% | +350.6% | +1,673.6% | +1,149.3% |
| All | +2,024.1% | +354.4% | +1,669.8% | +1,149.3% |
Cumulative growth
Daily Returns
Daily percentage return beside RY.
Daily Out/Under-Performance
Portfolio return minus RY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RY 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 10y: compounded portfolio wealth divided by compounded RY 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…
10y analysis · Full analysis span regression · 6 months rolling