+92.5%
LLY vs TROW
+12.7%
+79.8%
-34.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TROW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.2% | +0.1% | -0.1% |
| 7D | -3.2% | -3.0% | -0.2% | -2.5% |
| 30D | -7.4% | -5.5% | -2.0% | -6.3% |
| 3M | -1.0% | +2.3% | -3.3% | -1.7% |
| 6M | +12.5% | +23.9% | -11.4% | +7.1% |
| YTD | +5.0% | +7.9% | -2.9% | +2.6% |
| 1Y | +49.8% | +6.1% | +43.6% | +46.7% |
| All | +92.5% | +12.7% | +79.8% | +83.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling