+390.7%
LLY vs BKR
+179.4%
+211.3%
-34.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BKR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -6.7% | +6.6% | +0.4% |
| 7D | -3.2% | -6.7% | +3.5% | -2.7% |
| 30D | -7.4% | -8.3% | +0.9% | -6.8% |
| 3M | -1.0% | -5.4% | +4.4% | -0.7% |
| 6M | +12.5% | +0.8% | +11.7% | +12.1% |
| YTD | +5.0% | +31.8% | -26.8% | +2.3% |
| 1Y | +49.8% | +28.6% | +21.2% | +46.0% |
| 3Y | +95.5% | +71.2% | +24.2% | +86.4% |
| 5Y | +390.7% | +179.2% | +211.4% | +362.9% |
| All | +390.7% | +179.4% | +211.3% | +362.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling