+1,580.3%
LLY vs BLDR
+357.1%
+1,223.2%
-34.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BLDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -1.9% | +1.9% | +0.2% |
| 7D | -3.1% | -2.7% | -0.4% | -2.8% |
| 30D | -8.6% | -14.7% | +6.1% | -7.3% |
| 3M | -1.6% | -20.8% | +19.2% | +0.2% |
| 6M | +11.8% | -35.3% | +47.2% | +15.9% |
| YTD | +5.1% | -40.3% | +45.4% | +9.6% |
| 1Y | +50.7% | -56.3% | +107.0% | +61.9% |
| 3Y | +95.7% | -56.1% | +151.8% | +105.8% |
| 5Y | +390.2% | +12.9% | +377.3% | +362.4% |
| 10Y | +1,580.3% | +386.5% | +1,193.9% | +1,287.3% |
| All | +1,580.3% | +357.1% | +1,223.2% | +1,287.3% |
Cumulative growth
Daily Returns
Daily percentage return beside BLDR.
Daily Out/Under-Performance
Portfolio return minus BLDR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BLDR 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 10y: compounded portfolio wealth divided by compounded BLDR 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…
10y analysis · Full analysis span regression · 6 months rolling