+1,549.9%
LLY vs BLK
+283.5%
+1,266.4%
-34.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BLK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +1.6% | -2.3% | -1.1% |
| 7D | -2.9% | -3.3% | +0.4% | -2.0% |
| 30D | -8.4% | -6.5% | -1.9% | -6.7% |
| 3M | -3.8% | +6.7% | -10.5% | -6.0% |
| 6M | +11.9% | +14.7% | -2.8% | +6.8% |
| YTD | +4.3% | +2.5% | +1.8% | +2.3% |
| 1Y | +48.5% | -2.8% | +51.2% | +47.6% |
| 3Y | +91.2% | +65.9% | +25.4% | +58.8% |
| 5Y | +387.5% | +33.0% | +354.5% | +327.1% |
| All | +1,549.9% | +283.5% | +1,266.4% | +834.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling