+1,008.9%
BE vs LLY
+1,246.6%
-237.7%
-92.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-08 to 2026-09-08.
| Period | Portfolio | LLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.6% | -2.2% | +11.8% | +10.0% |
| 7D | +29.8% | -3.1% | +32.9% | +30.4% |
| 30D | +26.4% | -5.1% | +31.5% | +27.3% |
| 3M | +9.3% | -2.1% | +11.4% | +8.4% |
| 6M | +105.1% | +13.8% | +91.2% | +95.7% |
| YTD | +219.0% | +5.1% | +214.0% | +207.5% |
| 1Y | +418.8% | +53.1% | +365.6% | +347.2% |
| 3Y | +1,784.6% | +95.6% | +1,688.9% | +1,371.3% |
| 5Y | +1,251.0% | +361.5% | +889.5% | +669.3% |
| All | +1,008.9% | +1,246.6% | -237.7% | +182.5% |
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 2016-09-08 to 2026-09-08: 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…
2016-09-08 to 2026-09-08 analysis · Full analysis span regression · 6 months rolling