+17,561.1%
LLY vs TROW
+14,446.5%
+3,114.6%
-68.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TROW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -1.0% | +0.1% | -0.7% |
| 7D | -2.1% | -1.3% | -0.8% | -1.9% |
| 30D | -1.6% | -4.5% | +2.9% | -0.6% |
| 3M | +2.3% | +3.9% | -1.6% | +1.3% |
| 6M | +14.9% | +22.6% | -7.7% | +9.7% |
| YTD | +7.5% | +10.1% | -2.7% | +4.7% |
| 1Y | +55.7% | +3.6% | +52.1% | +53.5% |
| 3Y | +110.6% | +12.4% | +98.2% | +101.7% |
| 5Y | +363.4% | -37.5% | +400.9% | +392.4% |
| 10Y | +1,649.0% | +130.0% | +1,519.0% | +1,274.0% |
| All | +17,561.1% | +14,446.5% | +3,114.6% | +6,038.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling