+397.7%
BAC vs LLY
+1,551.2%
-1,153.4%
-48.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | 0.0% | +0.4% | +0.4% |
| 7D | +0.6% | -3.1% | +3.7% | +1.3% |
| 30D | -1.4% | -8.6% | +7.3% | +0.4% |
| 3M | +15.7% | -1.6% | +17.4% | +15.8% |
| 6M | +32.2% | +11.8% | +20.3% | +28.3% |
| YTD | +15.8% | +5.1% | +10.7% | +13.3% |
| 1Y | +27.3% | +50.7% | -23.4% | +14.5% |
| 3Y | +137.5% | +95.7% | +41.8% | +92.8% |
| 5Y | +73.1% | +390.2% | -317.1% | +2.9% |
| 10Y | +397.7% | +1,580.3% | -1,182.6% | +81.5% |
| All | +397.7% | +1,551.2% | -1,153.4% | +81.5% |
Cumulative growth
Daily Returns
Daily percentage return beside LLY.
Daily Out/Under-Performance
Portfolio return minus LLY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × LLY 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 10y: compounded portfolio wealth divided by compounded LLY 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…
10y analysis · Full analysis span regression · 6 months rolling