+92.5%
LLY vs BITO
+149.6%
-57.1%
-34.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BITO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -1.3% | +1.2% | 0.0% |
| 7D | -3.2% | -5.8% | +2.7% | -2.8% |
| 30D | -7.4% | +21.1% | -28.6% | -8.4% |
| 3M | -1.0% | +23.5% | -24.5% | -2.3% |
| 6M | +12.5% | +8.3% | +4.2% | +11.9% |
| YTD | +5.0% | -13.9% | +18.9% | +5.3% |
| 1Y | +49.8% | -34.5% | +84.3% | +52.2% |
| All | +92.5% | +149.6% | -57.1% | +71.1% |
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