+17,561.1%
LLY vs BA
+1,890.7%
+15,670.4%
-68.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +0.8% | -1.7% | -1.1% |
| 7D | -2.1% | +1.2% | -3.3% | -2.4% |
| 30D | -1.6% | -11.6% | +10.0% | +1.0% |
| 3M | +2.3% | -2.4% | +4.7% | +2.4% |
| 6M | +14.9% | -6.6% | +21.5% | +15.9% |
| YTD | +7.5% | -2.2% | +9.7% | +7.2% |
| 1Y | +55.7% | -8.0% | +63.7% | +56.7% |
| 3Y | +110.6% | -5.0% | +115.6% | +105.5% |
| 5Y | +363.4% | -2.7% | +366.1% | +334.1% |
| 10Y | +1,649.0% | +75.9% | +1,573.1% | +1,115.1% |
| All | +17,561.1% | +1,890.7% | +15,670.4% | +5,053.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling