+541.2%
LLY vs BBAI
-71.7%
+612.9%
-34.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BBAI | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -3.1% | +3.1% | +0.1% |
| 7D | -3.1% | -4.1% | +1.0% | -3.1% |
| 30D | -8.6% | -12.4% | +3.8% | -8.5% |
| 3M | -1.6% | -29.1% | +27.4% | -1.4% |
| 6M | +11.8% | -32.6% | +44.5% | +12.1% |
| YTD | +5.1% | -47.6% | +52.7% | +5.5% |
| 1Y | +50.7% | -41.0% | +91.8% | +51.0% |
| 3Y | +95.7% | +67.5% | +28.2% | +94.6% |
| 5Y | +390.2% | -71.3% | +461.4% | +392.2% |
| All | +541.2% | -71.7% | +612.9% | +547.9% |
Cumulative growth
Daily Returns
Daily percentage return beside BBAI.
Daily Out/Under-Performance
Portfolio return minus BBAI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BBAI 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 BBAI 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