+379.0%
LLY vs BITO
-8.3%
+387.4%
-34.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BITO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | 0.0% | -0.7% | -0.7% |
| 7D | -2.9% | -3.4% | +0.5% | -2.8% |
| 30D | -8.4% | +21.4% | -29.9% | -9.4% |
| 3M | -3.8% | +20.5% | -24.3% | -4.8% |
| 6M | +11.9% | +7.4% | +4.6% | +11.4% |
| YTD | +4.3% | -13.9% | +18.2% | +4.7% |
| 1Y | +48.5% | -35.1% | +83.5% | +50.9% |
| 3Y | +91.2% | +156.8% | -65.6% | +78.5% |
| All | +379.0% | -8.3% | +387.4% | +366.9% |
Cumulative growth
Daily Returns
Daily percentage return beside BITO.
Daily Out/Under-Performance
Portfolio return minus BITO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BITO 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 BITO 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