+2,485.3%
LLY vs BB
+258.8%
+2,226.5%
-68.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | 0.0% | -0.9% | -0.9% |
| 7D | -2.1% | -5.6% | +3.5% | -1.9% |
| 30D | -1.6% | -11.8% | +10.2% | -1.1% |
| 3M | +2.3% | -25.5% | +27.8% | +3.4% |
| 6M | +14.9% | +121.3% | -106.4% | +9.5% |
| YTD | +7.5% | +103.2% | -95.7% | +2.9% |
| 1Y | +55.7% | +102.6% | -46.9% | +48.7% |
| 3Y | +110.6% | +37.5% | +73.1% | +101.8% |
| 5Y | +363.4% | -30.4% | +393.9% | +353.3% |
| 10Y | +1,649.0% | 0.0% | +1,649.0% | +1,499.0% |
| All | +2,485.3% | +258.8% | +2,226.5% | +2,253.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling