+237.7%
BAC vs LLY
+2,007.5%
-1,769.7%
-48.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +1.4% | -1.2% | 0.0% |
| 7D | +2.1% | +1.6% | +0.4% | +1.7% |
| 30D | -6.7% | +21.5% | -28.2% | -10.3% |
| 3M | -20.2% | +16.4% | -36.7% | -22.7% |
| 6M | -0.2% | +51.5% | -51.7% | -8.7% |
| YTD | -6.4% | +33.9% | -40.3% | -12.7% |
| 1Y | -3.1% | +49.1% | -52.2% | -11.8% |
| 3Y | +96.7% | +144.6% | -47.9% | +54.1% |
| 5Y | +21.3% | +466.3% | -445.1% | -28.0% |
| 10Y | +237.7% | +2,024.1% | -1,786.4% | +25.5% |
| All | +237.7% | +2,007.5% | -1,769.7% | +25.5% |
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