+1,376.8%
BAC vs LLY
+17,658.0%
-16,281.2%
-93.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.9% | +0.8% | +0.2% |
| 7D | +1.1% | -2.1% | +3.2% | +1.9% |
| 30D | -0.4% | -1.6% | +1.2% | 0.0% |
| 3M | +16.9% | +2.3% | +14.6% | +15.2% |
| 6M | +26.6% | +14.9% | +11.7% | +18.9% |
| YTD | +15.8% | +7.5% | +8.3% | +10.4% |
| 1Y | +27.2% | +55.7% | -28.5% | +5.2% |
| 3Y | +132.4% | +110.6% | +21.8% | +61.8% |
| 5Y | +72.6% | +363.4% | -290.9% | -15.5% |
| 10Y | +389.7% | +1,649.0% | -1,259.2% | +29.9% |
| All | +1,376.8% | +17,658.0% | -16,281.2% | +79.0% |
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 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