+443.8%
LLY vs BB
-20.8%
+464.7%
-34.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +4.4% | -5.2% | -1.0% |
| 7D | -4.5% | +3.8% | -8.3% | -4.6% |
| 30D | +13.9% | -0.3% | +14.2% | +13.7% |
| 3M | +13.8% | -0.5% | +14.2% | +13.4% |
| 6M | +37.6% | +45.9% | -8.3% | +34.1% |
| YTD | +26.6% | +130.6% | -104.0% | +20.1% |
| 1Y | +45.3% | +89.2% | -43.8% | +39.2% |
| 3Y | +132.2% | +137.5% | -5.3% | +117.0% |
| All | +443.8% | -20.8% | +464.7% | +430.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling