+135.1%
BAC vs LLY
+109.8%
+25.3%
-27.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.9% | +0.8% | 0.0% |
| 7D | +1.1% | -2.1% | +3.2% | +1.3% |
| 30D | -0.4% | -1.6% | +1.2% | -0.3% |
| 3M | +16.9% | +2.3% | +14.6% | +16.5% |
| 6M | +26.6% | +14.9% | +11.7% | +24.6% |
| YTD | +15.8% | +7.5% | +8.3% | +14.4% |
| 1Y | +27.2% | +55.7% | -28.5% | +20.7% |
| All | +135.1% | +109.8% | +25.3% | +116.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling