+2,043.2%
LLY vs RY
+360.6%
+1,682.6%
-34.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -1.3% | +0.5% | -0.3% |
| 7D | -4.5% | -0.9% | -3.6% | -4.2% |
| 30D | +13.9% | +5.9% | +8.0% | +11.7% |
| 3M | +13.8% | -4.3% | +18.0% | +15.3% |
| 6M | +37.6% | +12.1% | +25.5% | +31.6% |
| YTD | +26.6% | +20.3% | +6.3% | +17.8% |
| 1Y | +45.3% | +41.0% | +4.3% | +27.6% |
| 3Y | +132.2% | +157.5% | -25.3% | +63.7% |
| 5Y | +434.7% | +123.2% | +311.5% | +292.1% |
| All | +2,043.2% | +360.6% | +1,682.6% | +1,151.6% |
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