+140.8%
LLY vs BAX
-18.0%
+158.8%
-34.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BAX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +0.3% | +1.0% | +1.2% |
| 7D | +6.7% | +0.1% | +6.7% | +6.7% |
| 30D | +19.6% | +4.1% | +15.5% | +18.9% |
| 3M | +19.7% | -4.5% | +24.3% | +20.2% |
| 6M | +42.7% | +49.2% | -6.5% | +34.8% |
| YTD | +35.1% | +35.2% | -0.1% | +27.6% |
| 1Y | +42.2% | +38.3% | +3.9% | +33.7% |
| 3Y | +140.8% | -19.0% | +159.8% | +169.6% |
| All | +140.8% | -18.0% | +158.8% | +169.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling