+2,050.0%
LLY vs BA
+28.0%
+2,022.0%
-34.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +0.7% | -0.3% | +0.3% |
| 7D | +1.4% | -1.4% | +2.8% | +1.5% |
| 30D | +21.5% | -7.9% | +29.4% | +22.6% |
| 3M | +18.5% | -25.2% | +43.6% | +22.2% |
| 6M | +49.1% | -26.7% | +75.8% | +53.9% |
| YTD | +34.4% | -19.6% | +54.0% | +37.1% |
| 1Y | +46.3% | -10.6% | +56.9% | +47.3% |
| 3Y | +145.5% | -11.2% | +156.7% | +143.8% |
| 5Y | +472.7% | -20.4% | +493.1% | +466.8% |
| 10Y | +2,050.0% | +26.8% | +2,023.2% | +2,238.8% |
| All | +2,050.0% | +28.0% | +2,022.0% | +2,238.8% |
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