+21,688.9%
LLY vs BA
+1,560.1%
+20,128.8%
-68.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +2.1% | -1.5% | +0.2% |
| 7D | +10.1% | +5.9% | +4.2% | +8.7% |
| 30D | +24.0% | -8.2% | +32.2% | +26.1% |
| 3M | +27.3% | -25.4% | +52.6% | +34.9% |
| 6M | +47.0% | -20.0% | +67.0% | +52.7% |
| YTD | +32.6% | -18.5% | +51.1% | +37.0% |
| 1Y | +57.3% | -10.6% | +68.0% | +59.2% |
| 3Y | +154.9% | -9.3% | +164.2% | +150.3% |
| 5Y | +447.5% | -16.9% | +464.5% | +429.0% |
| 10Y | +2,187.5% | +37.9% | +2,149.7% | +1,576.2% |
| All | +21,688.9% | +1,560.1% | +20,128.8% | +6,484.3% |
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 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