+55.3%
BE vs LLY
+60.1%
-4.8%
-52.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | LLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.4% | +0.6% | -7.0% | -6.0% |
| 7D | -12.1% | +10.1% | -22.2% | -6.9% |
| 30D | -30.1% | +24.0% | -54.1% | -20.5% |
| 3M | -12.1% | +27.3% | -39.4% | +2.1% |
| 6M | -30.6% | +47.0% | -77.5% | -15.2% |
| YTD | +130.6% | +32.6% | +98.1% | +176.2% |
| 1Y | +55.3% | +57.3% | -2.1% | +82.5% |
| All | +55.3% | +60.1% | -4.8% | +82.5% |
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