+17,174.6%
LLY vs BKR
+572.8%
+16,601.9%
-68.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BKR | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.4% | +0.5% | +0.1% |
| 7D | -3.1% | -1.5% | -1.6% | -2.9% |
| 30D | -8.6% | -0.7% | -7.9% | -8.6% |
| 3M | -1.6% | +0.5% | -2.2% | -1.9% |
| 6M | +11.8% | +6.6% | +5.2% | +10.4% |
| YTD | +5.1% | +41.3% | -36.1% | -0.2% |
| 1Y | +50.7% | +42.2% | +8.5% | +42.7% |
| 3Y | +95.7% | +83.4% | +12.2% | +77.3% |
| 5Y | +390.2% | +203.6% | +186.6% | +306.5% |
| 10Y | +1,580.3% | +139.9% | +1,440.4% | +1,255.9% |
| All | +17,174.6% | +572.8% | +16,601.9% | +10,266.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling