+57.3%
LLY vs TROW
+17.3%
+40.1%
-23.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TROW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +6.0% | -5.4% | -0.3% |
| 7D | +10.1% | +8.2% | +1.8% | +8.6% |
| 30D | +24.0% | +8.3% | +15.7% | +22.3% |
| 3M | +27.3% | -1.6% | +28.9% | +27.2% |
| 6M | +47.0% | +11.9% | +35.1% | +44.5% |
| YTD | +32.6% | +14.3% | +18.2% | +28.0% |
| 1Y | +57.3% | +17.0% | +40.3% | +51.2% |
| All | +57.3% | +17.3% | +40.1% | +51.2% |
Cumulative growth
Daily Returns
Daily percentage return beside TROW.
Daily Out/Under-Performance
Portfolio return minus TROW return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TROW 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 1y: compounded portfolio wealth divided by compounded TROW 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…
1y analysis · Full analysis span regression · 6 months rolling