+372.0%
LLY vs BBWI
-66.0%
+438.0%
-34.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BBWI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +2.8% | -3.7% | -1.1% |
| 7D | -2.1% | +1.5% | -3.7% | -2.3% |
| 30D | -1.6% | -5.2% | +3.6% | -1.3% |
| 3M | +2.3% | +11.1% | -8.8% | +1.0% |
| 6M | +14.9% | -13.4% | +28.3% | +15.4% |
| YTD | +7.5% | +0.1% | +7.4% | +6.6% |
| 1Y | +55.7% | -36.1% | +91.8% | +59.0% |
| 3Y | +110.6% | -44.1% | +154.7% | +113.7% |
| All | +372.0% | -66.0% | +438.0% | +392.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling