+1,545.2%
LLY vs BB
+3.3%
+1,541.9%
-34.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | +2.2% | -4.4% | -2.4% |
| 7D | -3.1% | +0.5% | -3.6% | -3.1% |
| 30D | -5.1% | -12.4% | +7.3% | -4.4% |
| 3M | -2.1% | -15.3% | +13.2% | -1.5% |
| 6M | +13.8% | +128.8% | -114.9% | +6.6% |
| YTD | +5.1% | +107.7% | -102.6% | -1.0% |
| 1Y | +53.1% | +103.9% | -50.8% | +43.8% |
| 3Y | +95.6% | +72.6% | +23.0% | +82.3% |
| 5Y | +361.5% | -24.3% | +385.8% | +348.2% |
| 10Y | +1,545.2% | +3.1% | +1,542.0% | +1,261.8% |
| All | +1,545.2% | +3.3% | +1,541.9% | +1,261.8% |
Cumulative growth
Daily Returns
Daily percentage return beside BB.
Daily Out/Under-Performance
Portfolio return minus BB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BB 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 BB 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