+140.8%
LLY vs TROW
+37.3%
+103.5%
-34.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TROW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +0.7% | +0.6% | +1.1% |
| 7D | +6.7% | +0.5% | +6.3% | +6.6% |
| 30D | +19.6% | +9.3% | +10.2% | +17.3% |
| 3M | +19.7% | -0.9% | +20.6% | +19.9% |
| 6M | +42.7% | +8.3% | +34.4% | +40.0% |
| YTD | +35.1% | +10.6% | +24.5% | +31.4% |
| 1Y | +42.2% | +10.5% | +31.6% | +38.2% |
| 3Y | +140.8% | +36.5% | +104.3% | +130.5% |
| All | +140.8% | +37.3% | +103.5% | +130.5% |
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