+443.8%
LLY vs BBWI
-67.9%
+511.7%
-34.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BBWI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -3.3% | +2.5% | -0.5% |
| 7D | -4.5% | -6.2% | +1.7% | -4.0% |
| 30D | +13.9% | +19.9% | -6.0% | +12.3% |
| 3M | +13.8% | +7.1% | +6.6% | +12.9% |
| 6M | +37.6% | +13.7% | +23.9% | +35.5% |
| YTD | +26.6% | +9.6% | +17.0% | +24.5% |
| 1Y | +45.3% | -1.6% | +47.0% | +43.6% |
| 3Y | +132.2% | -25.9% | +158.1% | +130.7% |
| All | +443.8% | -67.9% | +511.7% | +457.9% |
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