+2,080.1%
LLY vs RY
+351.1%
+1,729.0%
-34.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -0.2% | +1.4% | +1.3% |
| 7D | +6.7% | +0.6% | +6.2% | +6.5% |
| 30D | +19.6% | +5.0% | +14.5% | +17.6% |
| 3M | +19.7% | -5.3% | +25.0% | +21.8% |
| 6M | +42.7% | +13.8% | +28.9% | +35.8% |
| YTD | +35.1% | +21.0% | +14.2% | +25.5% |
| 1Y | +42.2% | +40.5% | +1.7% | +25.0% |
| 3Y | +140.8% | +159.7% | -18.9% | +69.4% |
| 5Y | +480.6% | +124.3% | +356.2% | +325.3% |
| All | +2,080.1% | +351.1% | +1,729.0% | +1,178.1% |
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