+1,545.2%
LLY vs BBWI
-56.0%
+1,601.1%
-34.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BBWI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -3.1% | +0.9% | -2.0% |
| 7D | -3.1% | +1.6% | -4.7% | -3.2% |
| 30D | -5.1% | -6.2% | +1.1% | -4.8% |
| 3M | -2.1% | +4.3% | -6.4% | -2.6% |
| 6M | +13.8% | -7.2% | +21.0% | +13.9% |
| YTD | +5.1% | -3.0% | +8.1% | +4.7% |
| 1Y | +53.1% | -30.8% | +83.9% | +55.1% |
| 3Y | +95.6% | -43.4% | +139.0% | +98.1% |
| 5Y | +361.5% | -66.7% | +428.2% | +376.1% |
| 10Y | +1,545.2% | -55.7% | +1,600.8% | +1,442.7% |
| All | +1,545.2% | -56.0% | +1,601.1% | +1,442.7% |
Cumulative growth
Daily Returns
Daily percentage return beside BBWI.
Daily Out/Under-Performance
Portfolio return minus BBWI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BBWI 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 BBWI 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