+41.1%
LLY vs BLDR
-44.0%
+85.1%
-23.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BLDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -3.6% | +2.9% | -0.4% |
| 7D | +4.6% | -8.2% | +12.8% | +5.3% |
| 30D | +22.4% | +16.3% | +6.1% | +21.4% |
| 3M | +17.1% | -17.0% | +34.1% | +17.1% |
| 6M | +44.6% | -17.4% | +62.0% | +44.9% |
| YTD | +33.5% | -41.6% | +75.0% | +36.4% |
| 1Y | +41.1% | -43.5% | +84.6% | +44.4% |
| All | +41.1% | -44.0% | +85.1% | +44.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling