+1,612.0%
LLY vs RY
+373.9%
+1,238.0%
-34.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.7% | -0.2% | -0.6% |
| 7D | -2.1% | +3.1% | -5.3% | -3.2% |
| 30D | -1.6% | -0.3% | -1.3% | -1.6% |
| 3M | +2.3% | +8.7% | -6.4% | -1.0% |
| 6M | +14.9% | +28.5% | -13.6% | +4.7% |
| YTD | +7.5% | +25.1% | -17.6% | -1.3% |
| 1Y | +55.7% | +46.3% | +9.4% | +35.0% |
| 3Y | +110.6% | +154.9% | -44.3% | +48.9% |
| 5Y | +363.4% | +140.3% | +223.1% | +230.3% |
| All | +1,612.0% | +373.9% | +1,238.0% | +843.0% |
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