+2,006.3%
LLY vs BBWI
-41.3%
+2,047.7%
-34.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BBWI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | +1.9% | +2.4% | +4.1% |
| 7D | +0.1% | -6.2% | +6.2% | +0.5% |
| 30D | +19.7% | +25.5% | -5.8% | +17.9% |
| 3M | +19.3% | +8.0% | +11.3% | +18.4% |
| 6M | +49.3% | +12.7% | +36.7% | +47.5% |
| YTD | +32.0% | +11.6% | +20.4% | +30.1% |
| 1Y | +53.7% | -0.9% | +54.6% | +52.1% |
| 3Y | +143.7% | -22.7% | +166.4% | +142.0% |
| 5Y | +463.9% | -67.2% | +531.1% | +480.5% |
| 10Y | +2,006.3% | -43.7% | +2,050.0% | +1,748.3% |
| All | +2,006.3% | -41.3% | +2,047.7% | +1,748.3% |
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