+438.9%
LLY vs RY
+124.6%
+314.3%
-34.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.8% | -2.9% | -0.9% | -3.0% |
| 7D | -0.7% | -1.1% | +0.4% | -0.4% |
| 30D | +17.9% | +4.4% | +13.5% | +16.5% |
| 3M | +16.8% | -2.9% | +19.8% | +17.6% |
| 6M | +38.4% | +15.6% | +22.9% | +32.4% |
| YTD | +27.6% | +21.8% | +5.8% | +20.0% |
| 1Y | +48.3% | +42.6% | +5.8% | +33.0% |
| 3Y | +145.4% | +160.9% | -15.5% | +89.3% |
| 5Y | +438.9% | +126.1% | +312.8% | +313.9% |
| All | +438.9% | +124.6% | +314.3% | +313.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling