+140.8%
LLY vs BITO
+54.7%
+86.1%
-34.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BITO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -3.6% | +4.8% | +1.4% |
| 7D | +6.7% | -9.2% | +16.0% | +7.2% |
| 30D | +19.6% | -15.9% | +35.5% | +20.5% |
| 3M | +19.7% | +7.3% | +12.4% | +19.1% |
| 6M | +42.7% | -15.2% | +57.9% | +43.6% |
| YTD | +35.1% | -23.8% | +58.9% | +36.1% |
| 1Y | +42.2% | -32.2% | +74.4% | +43.9% |
| 3Y | +140.8% | +55.1% | +85.7% | +127.0% |
| All | +140.8% | +54.7% | +86.1% | +127.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling