+1,545.2%
LLY vs BIL
+25.3%
+1,519.9%
-34.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BIL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | 0.0% | -2.2% | -2.2% |
| 7D | -3.1% | +0.1% | -3.2% | -3.1% |
| 30D | -5.1% | +0.3% | -5.4% | -5.1% |
| 3M | -2.1% | +0.9% | -3.0% | -2.2% |
| 6M | +13.8% | +1.8% | +12.0% | +13.6% |
| YTD | +5.1% | +2.5% | +2.6% | +4.7% |
| 1Y | +53.1% | +3.7% | +49.4% | +52.8% |
| 3Y | +95.6% | +14.1% | +81.6% | +88.5% |
| 5Y | +361.5% | +19.4% | +342.1% | +326.6% |
| 10Y | +1,545.2% | +25.3% | +1,519.9% | +1,686.1% |
| All | +1,545.2% | +25.3% | +1,519.9% | +1,686.1% |
Cumulative growth
Daily Returns
Daily percentage return beside BIL.
Daily Out/Under-Performance
Portfolio return minus BIL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BIL 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 BIL 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