+132.2%
LLY vs BA
-11.5%
+143.7%
-34.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +0.5% | -1.3% | -0.9% |
| 7D | -4.5% | +1.1% | -5.6% | -4.6% |
| 30D | +13.9% | -7.9% | +21.8% | +15.0% |
| 3M | +13.8% | -25.3% | +39.1% | +18.2% |
| 6M | +37.6% | -24.6% | +62.2% | +42.4% |
| YTD | +26.6% | -20.1% | +46.7% | +29.6% |
| 1Y | +45.3% | -11.8% | +57.1% | +46.8% |
| 3Y | +132.2% | -10.1% | +142.4% | +102.4% |
| All | +132.2% | -11.5% | +143.7% | +102.4% |
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