+48.5%
LLY vs TROW
+4.9%
+43.6%
-23.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TROW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -1.2% | +0.5% | -0.5% |
| 7D | -2.9% | -3.2% | +0.3% | -2.6% |
| 30D | -8.4% | -4.6% | -3.8% | -8.0% |
| 3M | -3.8% | -0.7% | -3.1% | -3.6% |
| 6M | +11.9% | +22.2% | -10.3% | +12.4% |
| YTD | +4.3% | +6.6% | -2.3% | +3.2% |
| 1Y | +48.5% | +5.8% | +42.6% | +49.3% |
| All | +48.5% | +4.9% | +43.6% | +49.3% |
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