+463.9%
LLY vs BA
-22.5%
+486.4%
-34.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | -0.6% | +4.9% | +4.3% |
| 7D | +0.1% | -1.7% | +1.8% | +0.3% |
| 30D | +19.7% | -9.5% | +29.2% | +20.9% |
| 3M | +19.3% | -26.5% | +45.7% | +23.2% |
| 6M | +49.3% | -27.4% | +76.7% | +54.2% |
| YTD | +32.0% | -20.6% | +52.6% | +34.7% |
| 1Y | +53.7% | -11.4% | +65.1% | +55.0% |
| 3Y | +143.7% | -10.8% | +154.6% | +140.4% |
| 5Y | +463.9% | -21.9% | +485.8% | +443.3% |
| All | +463.9% | -22.5% | +486.4% | +443.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling