+1,580.3%
LLY vs BAX
-37.8%
+1,618.1%
-34.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BAX | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -1.9% | +1.9% | +0.5% |
| 7D | -3.1% | -5.1% | +2.0% | -1.9% |
| 30D | -8.6% | -12.2% | +3.6% | -5.7% |
| 3M | -1.6% | +21.8% | -23.5% | -7.1% |
| 6M | +11.8% | +36.3% | -24.5% | +2.3% |
| YTD | +5.1% | +27.8% | -22.7% | -3.5% |
| 1Y | +50.7% | -0.1% | +50.8% | +47.1% |
| 3Y | +95.7% | -33.3% | +129.0% | +107.6% |
| 5Y | +390.2% | -67.1% | +457.3% | +573.2% |
| 10Y | +1,580.3% | -36.9% | +1,617.2% | +1,764.1% |
| All | +1,580.3% | -37.8% | +1,618.1% | +1,764.1% |
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