+593.0%
BE vs LLY
+1,522.3%
-929.3%
-92.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.4% | -0.8% | +4.2% | +3.6% |
| 7D | -14.7% | -4.5% | -10.2% | -14.0% |
| 30D | -40.5% | +13.9% | -54.4% | -41.9% |
| 3M | -24.3% | +13.8% | -38.1% | -26.3% |
| 6M | -39.3% | +37.6% | -76.9% | -43.9% |
| YTD | +99.4% | +26.6% | +72.8% | +85.7% |
| 1Y | +26.6% | +45.3% | -18.8% | +13.0% |
| 3Y | +1,616.9% | +132.2% | +1,484.7% | +1,202.2% |
| 5Y | +441.4% | +434.7% | +6.7% | +202.9% |
| All | +593.0% | +1,522.3% | -929.3% | +70.6% |
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