+2,080.1%
LLY vs BA
+24.8%
+2,055.3%
-34.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | 0.0% | +1.3% | +1.3% |
| 7D | +6.7% | -1.1% | +7.8% | +6.9% |
| 30D | +19.6% | -7.1% | +26.7% | +20.5% |
| 3M | +19.7% | -25.5% | +45.3% | +23.6% |
| 6M | +42.7% | -28.7% | +71.5% | +47.8% |
| YTD | +35.1% | -21.0% | +56.1% | +38.1% |
| 1Y | +42.2% | -11.9% | +54.0% | +43.4% |
| 3Y | +140.8% | -16.2% | +156.9% | +140.6% |
| 5Y | +480.6% | -22.4% | +503.0% | +476.2% |
| All | +2,080.1% | +24.8% | +2,055.3% | +2,269.9% |
Cumulative growth
Daily Returns
Daily percentage return beside BA.
Daily Out/Under-Performance
Portfolio return minus BA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BA 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 BA 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