+92.7%
LLY vs BBY
+38.4%
+54.3%
-34.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BBY | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -1.5% | +1.5% | +0.2% |
| 7D | -3.1% | +1.2% | -4.3% | -3.2% |
| 30D | -8.6% | +6.8% | -15.4% | -9.4% |
| 3M | -1.6% | +18.7% | -20.4% | -4.0% |
| 6M | +11.8% | +37.3% | -25.5% | +6.8% |
| YTD | +5.1% | +35.3% | -30.2% | +0.3% |
| 1Y | +50.7% | +20.7% | +30.0% | +45.8% |
| All | +92.7% | +38.4% | +54.3% | +91.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling