+95.9%
BAC vs LLY
+145.1%
-49.2%
-27.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.7% | +0.4% | -0.3% |
| 7D | +1.5% | +4.6% | -3.1% | +1.1% |
| 30D | -6.4% | +22.4% | -28.7% | -7.9% |
| 3M | -21.7% | +17.1% | -38.8% | -22.7% |
| 6M | +0.5% | +44.6% | -44.1% | -2.7% |
| YTD | -6.7% | +33.5% | -40.1% | -9.3% |
| 1Y | -4.7% | +41.1% | -45.8% | -7.9% |
| All | +95.9% | +145.1% | -49.2% | +98.7% |
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