+57.3%
LLY vs BG
+7.2%
+50.2%
-23.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +2.4% | -1.8% | +0.7% |
| 7D | +10.1% | -3.8% | +13.8% | +9.9% |
| 30D | +24.0% | -9.6% | +33.7% | +23.7% |
| 3M | +27.3% | -8.5% | +35.8% | +26.5% |
| 6M | +47.0% | -23.0% | +70.0% | +45.5% |
| YTD | +32.6% | +10.9% | +21.7% | +30.3% |
| 1Y | +57.3% | +6.0% | +51.4% | +58.0% |
| All | +57.3% | +7.2% | +50.2% | +58.0% |
Cumulative growth
Daily Returns
Daily percentage return beside BG.
Daily Out/Under-Performance
Portfolio return minus BG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BG 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 1y: compounded portfolio wealth divided by compounded BG 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…
1y analysis · Full analysis span regression · 6 months rolling