+641.7%
BE vs LLY
+1,616.1%
-974.4%
-92.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.4% | +1.4% | -5.8% | -4.6% |
| 7D | -13.4% | +1.6% | -15.0% | -13.5% |
| 30D | -33.9% | +21.5% | -55.4% | -36.1% |
| 3M | -12.0% | +16.4% | -28.4% | -14.5% |
| 6M | -29.0% | +51.5% | -80.5% | -35.6% |
| YTD | +113.4% | +33.9% | +79.5% | +96.9% |
| 1Y | +33.2% | +49.1% | -15.9% | +18.8% |
| 3Y | +1,659.2% | +144.6% | +1,514.6% | +1,226.3% |
| 5Y | +461.4% | +466.3% | -5.0% | +211.2% |
| All | +641.7% | +1,616.1% | -974.4% | +80.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling