+134.1%
LLY vs RY
+158.9%
-24.8%
-34.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.8% | -2.9% | -0.9% | -2.9% |
| 7D | -0.7% | -1.1% | +0.4% | -0.3% |
| 30D | +17.9% | +4.4% | +13.5% | +16.4% |
| 3M | +16.8% | -2.9% | +19.8% | +17.7% |
| 6M | +38.4% | +15.6% | +22.9% | +31.2% |
| YTD | +27.6% | +21.8% | +5.8% | +18.4% |
| 1Y | +48.3% | +42.6% | +5.8% | +29.6% |
| All | +134.1% | +158.9% | -24.8% | +90.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling