+2,053.0%
LLY vs RY
+351.8%
+1,701.2%
-34.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.4% | -0.3% | -0.5% |
| 7D | +4.6% | -0.5% | +5.1% | +4.8% |
| 30D | +22.4% | +4.7% | +17.6% | +20.4% |
| 3M | +17.1% | -4.5% | +21.6% | +18.9% |
| 6M | +44.6% | +12.5% | +32.1% | +38.2% |
| YTD | +33.5% | +21.1% | +12.3% | +23.9% |
| 1Y | +41.1% | +38.6% | +2.5% | +24.7% |
| 3Y | +143.8% | +160.2% | -16.4% | +71.4% |
| 5Y | +473.4% | +124.7% | +348.7% | +319.8% |
| All | +2,053.0% | +351.8% | +1,701.2% | +1,161.5% |
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