+2,043.2%
LLY vs BAH
+220.7%
+1,822.5%
-34.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BAH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -4.4% | +3.7% | +0.3% |
| 7D | -4.5% | -3.5% | -0.9% | -3.7% |
| 30D | +13.9% | +24.3% | -10.3% | +8.0% |
| 3M | +13.8% | +16.3% | -2.6% | +9.4% |
| 6M | +37.6% | +13.6% | +24.0% | +32.3% |
| YTD | +26.6% | +3.5% | +23.1% | +23.0% |
| 1Y | +45.3% | +2.7% | +42.6% | +41.1% |
| 3Y | +132.2% | -26.6% | +158.8% | +140.4% |
| 5Y | +434.7% | +8.5% | +426.1% | +382.7% |
| All | +2,043.2% | +220.7% | +1,822.5% | +1,334.4% |
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