+438.9%
LLY vs BA
-20.8%
+459.7%
-34.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.8% | -2.5% | -1.2% | -3.5% |
| 7D | -0.7% | -0.1% | -0.6% | -0.6% |
| 30D | +17.9% | -9.1% | +27.0% | +19.0% |
| 3M | +16.8% | -28.2% | +45.0% | +21.0% |
| 6M | +38.4% | -23.1% | +61.6% | +42.0% |
| YTD | +27.6% | -20.6% | +48.2% | +30.2% |
| 1Y | +48.3% | -12.7% | +61.1% | +49.8% |
| 3Y | +145.4% | -11.6% | +156.9% | +142.1% |
| 5Y | +438.9% | -23.1% | +462.1% | +419.1% |
| All | +438.9% | -20.8% | +459.7% | +419.1% |
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 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