+443.8%
LLY vs RY
+122.0%
+321.8%
-34.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -1.3% | +0.5% | -0.4% |
| 7D | -4.5% | -0.9% | -3.6% | -4.2% |
| 30D | +13.9% | +5.9% | +8.0% | +12.2% |
| 3M | +13.8% | -4.3% | +18.0% | +15.0% |
| 6M | +37.6% | +12.1% | +25.5% | +32.7% |
| YTD | +26.6% | +20.3% | +6.3% | +19.4% |
| 1Y | +45.3% | +41.0% | +4.3% | +30.7% |
| 3Y | +132.2% | +157.5% | -25.3% | +79.9% |
| All | +443.8% | +122.0% | +321.8% | +318.5% |
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 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