+5,545.6%
LLY vs BAH
+1,056.2%
+4,489.4%
-34.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BAH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -4.4% | +3.7% | +0.2% |
| 7D | -4.5% | -3.5% | -0.9% | -3.8% |
| 30D | +13.9% | +24.3% | -10.3% | +8.6% |
| 3M | +13.8% | +16.3% | -2.6% | +9.9% |
| 6M | +37.6% | +13.6% | +24.0% | +32.9% |
| YTD | +26.6% | +3.5% | +23.1% | +23.5% |
| 1Y | +45.3% | +2.7% | +42.6% | +41.7% |
| 3Y | +132.2% | -26.6% | +158.8% | +139.6% |
| 5Y | +434.7% | +8.5% | +426.1% | +397.8% |
| 10Y | +2,084.3% | +225.1% | +1,859.2% | +1,533.3% |
| All | +5,545.6% | +1,056.2% | +4,489.4% | +3,298.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling