+134.1%
LLY vs BA
-11.9%
+146.0%
-34.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.8% | -2.5% | -1.2% | -3.4% |
| 7D | -0.7% | -0.1% | -0.6% | -0.6% |
| 30D | +17.9% | -9.1% | +27.0% | +19.3% |
| 3M | +16.8% | -28.2% | +45.0% | +22.1% |
| 6M | +38.4% | -23.1% | +61.6% | +42.8% |
| YTD | +27.6% | -20.6% | +48.2% | +30.7% |
| 1Y | +48.3% | -12.7% | +61.1% | +50.1% |
| All | +134.1% | -11.9% | +146.0% | +104.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling