+2,049.9%
LLY vs BAH
+211.3%
+1,838.6%
-34.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BAH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.6% | +1.0% | +0.5% |
| 7D | +1.4% | -1.6% | +3.0% | +1.7% |
| 30D | +21.5% | +18.0% | +3.5% | +16.8% |
| 3M | +18.5% | +11.4% | +7.0% | +15.2% |
| 6M | +49.1% | +17.7% | +31.4% | +42.2% |
| YTD | +34.4% | +5.4% | +29.0% | +30.1% |
| 1Y | +46.3% | +2.8% | +43.5% | +42.2% |
| 3Y | +145.5% | -26.7% | +172.1% | +154.5% |
| 5Y | +472.7% | +8.1% | +464.6% | +419.5% |
| 10Y | +2,049.9% | +202.5% | +1,847.4% | +1,478.3% |
| All | +2,049.9% | +211.3% | +1,838.6% | +1,478.3% |
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