+2,077.5%
LLY vs TROW
+122.3%
+1,955.2%
-34.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TROW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +0.7% | +0.5% | +1.0% |
| 7D | +6.6% | +0.5% | +6.1% | +6.5% |
| 30D | +19.4% | +9.3% | +10.1% | +16.4% |
| 3M | +19.6% | -0.9% | +20.5% | +19.8% |
| 6M | +42.6% | +8.3% | +34.2% | +39.0% |
| YTD | +35.0% | +10.6% | +24.3% | +30.2% |
| 1Y | +42.0% | +10.5% | +31.5% | +36.9% |
| 3Y | +140.5% | +36.5% | +104.0% | +113.7% |
| 5Y | +479.9% | -37.1% | +516.9% | +549.4% |
| All | +2,077.5% | +122.3% | +1,955.2% | +1,492.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling