-1.4%
BAC vs LLY
+44.0%
-45.4%
-23.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | LLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +1.3% | -0.2% | +0.9% |
| 7D | +3.2% | +6.7% | -3.5% | +2.9% |
| 30D | -0.7% | +19.6% | -20.3% | -1.3% |
| 3M | -20.0% | +19.7% | -39.7% | -20.4% |
| 6M | +3.4% | +42.7% | -39.3% | +1.8% |
| YTD | -5.7% | +35.1% | -40.9% | -7.9% |
| 1Y | -1.4% | +42.2% | -43.6% | -4.7% |
| All | -1.4% | +44.0% | -45.4% | -4.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling