+473.4%
LLY vs BAH
+7.8%
+465.6%
-34.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BAH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +0.2% | -0.9% | -0.7% |
| 7D | +4.6% | -2.6% | +7.1% | +5.1% |
| 30D | +22.4% | +20.4% | +2.0% | +18.3% |
| 3M | +17.1% | +11.9% | +5.3% | +14.6% |
| 6M | +44.6% | +17.1% | +27.5% | +39.7% |
| YTD | +33.5% | +5.5% | +27.9% | +30.2% |
| 1Y | +41.1% | +5.6% | +35.5% | +37.3% |
| 3Y | +143.8% | -26.5% | +170.3% | +152.8% |
| 5Y | +473.4% | +6.5% | +466.9% | +431.7% |
| All | +473.4% | +7.8% | +465.6% | +431.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling