+911.5%
BE vs LLY
+1,277.1%
-365.6%
-92.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.4% | -0.9% | +8.2% | +7.5% |
| 7D | +20.0% | -2.1% | +22.1% | +20.4% |
| 30D | +7.9% | -1.6% | +9.5% | +8.0% |
| 3M | -13.2% | +2.3% | -15.5% | -14.7% |
| 6M | +53.5% | +14.9% | +38.6% | +46.4% |
| YTD | +191.0% | +7.5% | +183.6% | +179.5% |
| 1Y | +360.5% | +55.7% | +304.8% | +296.0% |
| 3Y | +1,568.0% | +110.6% | +1,457.4% | +1,176.6% |
| 5Y | +1,055.2% | +363.4% | +691.8% | +559.4% |
| All | +911.5% | +1,277.1% | -365.6% | +156.7% |
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