+737.9%
BE vs LLY
+1,622.0%
-884.2%
-92.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +13.0% | +0.3% | +12.6% | +12.9% |
| 7D | +4.5% | +1.4% | +3.2% | +4.4% |
| 30D | -20.1% | +21.5% | -41.7% | -22.8% |
| 3M | -0.8% | +18.5% | -19.3% | -3.9% |
| 6M | -26.2% | +49.1% | -75.3% | -32.8% |
| YTD | +141.1% | +34.4% | +106.7% | +122.4% |
| 1Y | +64.8% | +46.3% | +18.5% | +48.1% |
| 3Y | +1,887.4% | +145.5% | +1,741.9% | +1,397.5% |
| 5Y | +518.1% | +472.7% | +45.4% | +241.7% |
| All | +737.9% | +1,622.0% | -884.2% | +104.3% |
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