+57.3%
LLY vs BLK
+17.9%
+39.5%
-23.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BLK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +5.4% | -4.8% | +0.4% |
| 7D | +10.1% | +5.7% | +4.3% | +9.8% |
| 30D | +24.0% | +14.8% | +9.2% | +23.5% |
| 3M | +27.3% | +8.8% | +18.5% | +26.7% |
| 6M | +47.0% | +17.6% | +29.3% | +46.3% |
| YTD | +32.6% | +16.3% | +16.3% | +31.3% |
| 1Y | +57.3% | +18.0% | +39.4% | +55.5% |
| All | +57.3% | +17.9% | +39.5% | +55.5% |
Cumulative growth
Daily Returns
Daily percentage return beside BLK.
Daily Out/Under-Performance
Portfolio return minus BLK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BLK 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 BLK 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