+12,431.5%
LLY vs RY
+11,266.1%
+1,165.5%
-68.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.8% | -2.9% | -0.9% | -2.8% |
| 7D | -0.7% | -1.1% | +0.4% | -0.3% |
| 30D | +17.9% | +4.4% | +13.5% | +16.2% |
| 3M | +16.8% | -2.9% | +19.8% | +17.8% |
| 6M | +38.4% | +15.6% | +22.9% | +31.7% |
| YTD | +27.6% | +21.8% | +5.8% | +19.1% |
| 1Y | +48.3% | +42.6% | +5.8% | +31.6% |
| 3Y | +145.4% | +160.9% | -15.5% | +78.2% |
| 5Y | +438.9% | +126.1% | +312.8% | +305.4% |
| 10Y | +2,101.6% | +371.7% | +1,729.9% | +1,180.4% |
| All | +12,431.5% | +11,266.1% | +1,165.5% | +2,560.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling