+263.2%
BAC vs LLY
+2,062.5%
-1,799.3%
-48.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.8% | +0.1% | -0.5% |
| 7D | -1.2% | -4.5% | +3.3% | -0.3% |
| 30D | -7.7% | +13.9% | -21.6% | -10.1% |
| 3M | -21.2% | +13.8% | -34.9% | -23.3% |
| 6M | -6.8% | +37.6% | -44.5% | -13.2% |
| YTD | -8.7% | +26.6% | -35.3% | -14.0% |
| 1Y | -5.3% | +45.3% | -50.6% | -13.6% |
| 3Y | +87.4% | +132.2% | -44.8% | +47.6% |
| 5Y | +18.9% | +434.7% | -415.8% | -29.2% |
| All | +263.2% | +2,062.5% | -1,799.3% | +30.0% |
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