+668.0%
BE vs LLY
+1,631.6%
-963.6%
-92.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.9% | +1.3% | -6.2% | -5.1% |
| 7D | +10.8% | +6.7% | +4.1% | +9.6% |
| 30D | -19.8% | +19.6% | -39.4% | -22.2% |
| 3M | -18.7% | +19.7% | -38.4% | -21.4% |
| 6M | -33.7% | +42.7% | -76.5% | -39.1% |
| YTD | +121.0% | +35.1% | +85.8% | +103.6% |
| 1Y | +85.4% | +42.2% | +43.2% | +68.1% |
| 3Y | +1,709.5% | +140.8% | +1,568.7% | +1,272.7% |
| 5Y | +462.2% | +480.6% | -18.4% | +209.6% |
| All | +668.0% | +1,631.6% | -963.6% | +87.0% |
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 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