+1,064.4%
BAC vs LLY
+20,819.7%
-19,755.3%
-93.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.8% | +0.1% | -0.4% |
| 7D | -1.2% | -4.5% | +3.3% | +0.4% |
| 30D | -7.7% | +13.9% | -21.6% | -12.0% |
| 3M | -21.2% | +13.8% | -34.9% | -25.1% |
| 6M | -6.8% | +37.6% | -44.5% | -17.8% |
| YTD | -8.7% | +26.6% | -35.3% | -18.2% |
| 1Y | -5.3% | +45.3% | -50.6% | -19.4% |
| 3Y | +87.4% | +132.2% | -44.8% | +26.4% |
| 5Y | +18.9% | +434.7% | -415.8% | -44.6% |
| 10Y | +273.3% | +2,084.3% | -1,811.0% | -9.1% |
| All | +1,064.4% | +20,819.7% | -19,755.3% | +32.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling