+390.2%
LLY vs TROW
-38.1%
+428.3%
-34.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TROW | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -1.5% | +1.6% | +0.3% |
| 7D | -3.1% | -1.5% | -1.6% | -2.8% |
| 30D | -8.6% | -5.3% | -3.3% | -7.7% |
| 3M | -1.6% | +2.9% | -4.6% | -2.3% |
| 6M | +11.8% | +22.2% | -10.4% | +7.7% |
| YTD | +5.1% | +8.1% | -3.0% | +3.2% |
| 1Y | +50.7% | +5.8% | +44.9% | +48.4% |
| 3Y | +95.7% | +14.0% | +81.7% | +87.2% |
| 5Y | +390.2% | -38.3% | +428.4% | +437.6% |
| All | +390.2% | -38.1% | +428.3% | +437.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling