+1,549.9%
LLY vs BG
+166.7%
+1,383.2%
-34.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -1.7% | +1.1% | -0.4% |
| 7D | -2.9% | +3.1% | -6.0% | -3.3% |
| 30D | -8.4% | +10.2% | -18.7% | -9.6% |
| 3M | -3.8% | -1.7% | -2.1% | -3.8% |
| 6M | +11.9% | +1.0% | +11.0% | +11.4% |
| YTD | +4.3% | +39.9% | -35.6% | -0.7% |
| 1Y | +48.5% | +53.2% | -4.8% | +39.5% |
| 3Y | +91.2% | +16.3% | +75.0% | +84.6% |
| 5Y | +387.5% | +83.9% | +303.6% | +326.3% |
| All | +1,549.9% | +166.7% | +1,383.2% | +1,185.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling