+372.0%
LLY vs BAH
-3.4%
+375.5%
-34.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BAH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -1.5% | +0.6% | -0.6% |
| 7D | -2.1% | -3.2% | +1.1% | -1.6% |
| 30D | -1.6% | +2.0% | -3.6% | -1.9% |
| 3M | +2.3% | -7.6% | +9.9% | +3.4% |
| 6M | +14.9% | -5.7% | +20.6% | +15.2% |
| YTD | +7.5% | -11.7% | +19.2% | +8.4% |
| 1Y | +55.7% | -27.4% | +83.1% | +63.2% |
| 3Y | +110.6% | -32.5% | +143.1% | +120.7% |
| All | +372.0% | -3.4% | +375.5% | +353.3% |
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 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