+2,006.3%
LLY vs BAX
-35.6%
+2,042.0%
-34.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BAX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | +2.4% | +1.9% | +3.7% |
| 7D | +0.1% | +9.0% | -9.0% | -2.0% |
| 30D | +19.7% | +8.5% | +11.3% | +17.1% |
| 3M | +19.3% | -4.1% | +23.4% | +20.0% |
| 6M | +49.3% | +46.9% | +2.4% | +34.0% |
| YTD | +32.0% | +38.4% | -6.4% | +18.4% |
| 1Y | +53.7% | +47.0% | +6.7% | +35.4% |
| 3Y | +143.7% | -14.9% | +158.7% | +140.3% |
| 5Y | +463.9% | -62.5% | +526.4% | +644.4% |
| 10Y | +2,006.3% | -33.9% | +2,040.3% | +2,166.1% |
| All | +2,006.3% | -35.6% | +2,042.0% | +2,166.1% |
Cumulative growth
Daily Returns
Daily percentage return beside BAX.
Daily Out/Under-Performance
Portfolio return minus BAX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BAX 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 BAX 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