+2,080.1%
LLY vs BBY
+288.1%
+1,792.0%
-34.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BBY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +0.6% | +0.6% | +1.2% |
| 7D | +6.7% | +4.5% | +2.3% | +6.1% |
| 30D | +19.6% | +16.8% | +2.8% | +16.9% |
| 3M | +19.7% | +23.2% | -3.5% | +16.1% |
| 6M | +42.7% | +91.9% | -49.2% | +29.7% |
| YTD | +35.1% | +61.6% | -26.5% | +25.3% |
| 1Y | +42.2% | +43.9% | -1.7% | +34.0% |
| 3Y | +140.8% | +88.6% | +52.1% | +114.1% |
| 5Y | +480.6% | -3.1% | +483.7% | +458.4% |
| All | +2,080.1% | +288.1% | +1,792.0% | +1,647.3% |
Cumulative growth
Daily Returns
Daily percentage return beside BBY.
Daily Out/Under-Performance
Portfolio return minus BBY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BBY 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 BBY 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