+2,006.3%
LLY vs BAH
+218.8%
+1,787.6%
-34.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BAH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | +1.6% | +2.7% | +3.9% |
| 7D | +0.1% | -1.5% | +1.6% | +0.4% |
| 30D | +19.7% | +17.3% | +2.5% | +15.2% |
| 3M | +19.3% | +14.9% | +4.4% | +15.1% |
| 6M | +49.3% | +14.2% | +35.1% | +43.4% |
| YTD | +32.0% | +5.1% | +26.9% | +27.9% |
| 1Y | +53.7% | +2.1% | +51.6% | +49.6% |
| 3Y | +143.7% | -26.0% | +169.7% | +152.0% |
| 5Y | +463.9% | +9.0% | +454.9% | +410.2% |
| 10Y | +2,006.3% | +208.8% | +1,797.6% | +1,447.4% |
| All | +2,006.3% | +218.8% | +1,787.6% | +1,447.4% |
Cumulative growth
Daily Returns
Daily percentage return beside BAH.
Daily Out/Under-Performance
Portfolio return minus BAH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BAH 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 10y: compounded portfolio wealth divided by compounded BAH 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…
10y analysis · Full analysis span regression · 6 months rolling