+92.5%
LLY vs BKR
+69.4%
+23.0%
-34.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BKR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -6.7% | +6.6% | +0.5% |
| 7D | -3.2% | -6.7% | +3.5% | -2.5% |
| 30D | -7.4% | -8.3% | +0.9% | -6.7% |
| 3M | -1.0% | -5.4% | +4.4% | -0.6% |
| 6M | +12.5% | +0.8% | +11.7% | +12.0% |
| YTD | +5.0% | +31.8% | -26.8% | +1.3% |
| 1Y | +49.8% | +28.6% | +21.2% | +44.6% |
| All | +92.5% | +69.4% | +23.0% | +88.2% |
Cumulative growth
Daily Returns
Daily percentage return beside BKR.
Daily Out/Under-Performance
Portfolio return minus BKR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BKR 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 BKR 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