+472.7%
LLY vs BIL
+19.8%
+452.8%
-34.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BIL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | 0.0% | +0.3% | +0.3% |
| 7D | +1.4% | +0.1% | +1.3% | +1.4% |
| 30D | +21.5% | 0.0% | +21.5% | +21.7% |
| 3M | +18.5% | +0.6% | +17.9% | +18.8% |
| 6M | +49.1% | +1.5% | +47.6% | +49.9% |
| YTD | +34.4% | +2.8% | +31.6% | +35.4% |
| 1Y | +46.3% | +3.3% | +43.0% | +48.4% |
| 3Y | +145.5% | +13.4% | +132.0% | +156.7% |
| 5Y | +472.7% | +19.8% | +452.8% | +384.3% |
| All | +472.7% | +19.8% | +452.8% | +384.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling