+38.4%
LLY vs BA
-22.7%
+61.1%
-12.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | BA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.8% | -2.5% | -1.2% | -3.7% |
| 7D | -0.7% | -0.1% | -0.6% | -0.6% |
| 30D | +17.9% | -9.1% | +27.0% | +17.6% |
| 3M | +16.8% | -28.2% | +45.0% | +16.8% |
| 6M | +38.4% | -23.1% | +61.6% | +37.9% |
| All | +38.4% | -22.7% | +61.1% | +37.9% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling