+41.1%
LLY vs BB
+100.9%
-59.8%
-23.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -3.0% | +2.3% | -0.7% |
| 7D | +4.6% | +9.0% | -4.4% | +4.7% |
| 30D | +22.4% | +7.7% | +14.7% | +22.2% |
| 3M | +17.1% | +4.0% | +13.1% | +17.0% |
| 6M | +44.6% | +46.6% | -2.0% | +45.2% |
| YTD | +33.5% | +140.6% | -107.2% | +32.6% |
| 1Y | +41.1% | +103.1% | -62.0% | +36.6% |
| All | +41.1% | +100.9% | -59.8% | +36.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling