+2,080.1%
LLY vs BG
+111.0%
+1,969.1%
-34.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +1.7% | -0.4% | +1.1% |
| 7D | +6.7% | +2.6% | +4.2% | +6.4% |
| 30D | +19.6% | -6.7% | +26.2% | +20.5% |
| 3M | +19.7% | -9.3% | +29.0% | +20.8% |
| 6M | +42.7% | -18.3% | +61.1% | +45.7% |
| YTD | +35.1% | +16.2% | +18.9% | +31.3% |
| 1Y | +42.2% | +7.6% | +34.6% | +39.6% |
| 3Y | +140.8% | +6.6% | +134.2% | +133.8% |
| 5Y | +480.6% | +22.2% | +458.4% | +439.6% |
| All | +2,080.1% | +111.0% | +1,969.1% | +1,586.0% |
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 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